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.
There have been cases on the past of some websites using cryptominers with scripts and getting a lot of coins this way, this is why for a long time browsers like Firefox have the option to block Cryptominers and any suspicious activity similar to that, however we cannot trust completely on this since it is unlikely they can block everything, however I doubt that any reputable casino will risk their business just to mine a few coins so I think something else is at play here.