First of all, 40 degrees is totally not "crazy hot". Look at your CPU's specification on the manufacturer's website and find what maximum operational temperature is allowed. Most likely it will be more than 70 degrees.
Second of all, what you see as CPU usage shows only CPU time usage, but not how it's blocks are used and how. Applications that make a lot of computations (like DAWs) typically use vector instructions like AVX and SSE. They process data much faster due to parallelism, but also consume more power per instruction. Most of the non compute intensive applications don't create this type of workload for CPU, therefore for them CPU consumes less power.
And the third. Cooling system must handle worst case scenario. But in many many situations CPU is underused, even it is 100% busy. That means you have to stress-test it by using some benchmark application, that can create worst-case workload for CPU in terms of power consumption.