You hardly ever see any game engine utilize the processor at 100%, however you might find one thread that is at 100% which is the game thread.
Since the i9 has 20 threads the overall % CPU used = 5% if one of them is at 100% and all others at 0% (simplified example).
The game thread is not multi-threaded so it relies on a fast single core performance.
When the game runs you can easily see if the CPU is holding you back by typing STAT UNIT and look for the highest ranking MS on the list. If it is GAME then the CPU is holding you back, if it is DRAW it is also the CPU, but in regards to draw-calls sent to the GPU.