I think it is because the graphics of their games are high and maybe it gives stress to your CPU or in some point maybe your computer specs are not that high that can support high-end games or processing power. I advise try to explore your computer maybe it needs a proper cooling system or airflow to aid your problem when it comes to the high temperature of your CPU and also maybe you're doing other activities in your pc aside from playing gambling then that will be the main reason I think.
You did not get the point mate,OP is asking if the Gambling site uses our CPU to mine while we are enrolled and playing in their site things that is not safe for all of us since this is illegally using our computer.
though i doubt that this can be real because how can they use our computers to Mine?without us letting them happen?
maybe there are virus or something in OP's computer that needs to be cleared.