Parallelism The AI runs on a separate "thread," which runs in parallel to the main game. Thus the thinking happens in the background, without affecting anything on screen. In order to make the most of the Xbox 360's power, this process was moved to another processor in order to operate in a truly parallel manner. We then extended this further by adding three more "sub-contractors." The AI then split its possible actions up and gave work out to these cores, allowing each one to experiment individually on a sub-set of the futures. The principle AI core then compared the results of its sub-contractors with its own result before returning the decision to the main core.
Although it's easiest to talk about the Xbox 360 having six cores, that's not quite true. It's got three processors that can "sort of" do two things at once! Putting an AI process on the same processor as the main process caused frame rate problems, so we moved all AI off of that processor. So we now have the first processor (cores 0 and 1) running the game that you actually see; core 2 on the second processor running the AI in parallel, and core 3 on this processor and cores 4 and 5 on the third processor acting as AI sub-contractors.
My guess is that this strategy hasn't changed, and for those of us not lucky enough to have 3 physical cores (that also support hyperthreading) I am guessing it's still running 5 main threads: 4 AI threads and 1 display thread.
Because most people have single cores or dual cores, these threads probably don't run with processor affinity or if they do there's still massive contention for the CPU, which leads to the high CPU-use. I can't comment on the GPU load but I haven't seen any hard figures on this, only conjecture. It is common though for the CPU to not be able to keep up with the supply of info needed by the gfx card to display frames, this causes visual stuttering / low frame rates - in this case the Gfx card is not under significant load but it simply isn't being told what to draw.
My guess is that the 4 AI threads are easily enough to run most people's rigs at 100% CPU all the time. From reading the article, the AI prioritises it's game tree search, but even then it searches relatively deep into the tree (the article says 6 moves), so I'm not surprised that the cores are still at 100% CPU after a few minutes. The developer would be much better placed to say is this was expected though - at the start of the game the potential game tree is quite broad (there's a lot of options), whears later in the game there may be fewer if theres not many permanents on the board and the hands are empty/small.