I have the same issue. Even when not connected to VPN, vyprvpnservice.exe is using 3.5-4% CPU. This is definitely too much. I compared this with VPN clients of NordVPN and PIA on friend’s computers, and those services have close to 0% CPU when not in use. And yes, they offer the same features as mentioned by ~@carlosz.
I checked generated events with Process Monitor, and vyprvpnservice.exe generates some 100,000 registry events per 5 seconds. Seems like poor software design to me. Even with the list of features mentioned above active, CPU load should not be this high on a modern reasonably powerful CPU.