Your CPU is also a GPU stacked. Your CPU also has Intel HD Graphics 4600. so yes its normal, Your CPU is having to render the game with the HD graphics, ontop of that 4 cores are ment for an even distributed load, that is why you have more cores, typically if its a dual core processor both of those cores are going to be parallell and the load will be split, on a quad core like you have it turns off 2 of the cores to give all the power to the 1 core that is needed for your game and rendering.
So of course, he has a GPU in his case thats rendering his game,
you have a CPU in your case that is intergrated with a GPU that is rendering your game, so you are most likely going to see much more usage on your cores than his.
Go to start, search power options, and turn on high performance.