sqlservr.exe uses lots of CPU, while SQL queries does not seem to use much CPU at all
You have multiple instances of SQL Server running, and I suspect you are checking the wrong one for CPU activity.

In this system, I have two instances of SQL Server. In the plain Task Manager view I just see multiple SQL Server processes:


  


But if I expand each item, I can see the actual instance name involved with each:


  


In older versions of Task Manager you should be able to add process id (or inspect the user associated with the process):


  


If you can't identify the instance by name there, then you could look up the process id in Configuration Manager:


  


This makes it easy - in my case I know that the S1TARGET instance is the one that's using the CPU, so that's where I'm going to run queries like the one in the question.