I have made some observation of my apps running on Linux (Ubuntu and Debian) and found out that even if I compile an application consisting just of an empty window, it takes approx. 5% of CPU all the time it is running (no matter if it's minimized or not). It also takes a bit more if it's focused.
It is possible. The reason is that we are doing some stuff each 20ms. But it is the same in Win32.