Normally it does, however many many people have reported that 2x AA can improves system performance overall. I suspect this is because with AA off, the software still does some sort of processing to make things look nicer, but with 2x it is shunted to the GPU and off the CPU. This is just a guess though, and does not necessarily apply to your system (although, I've said that before only to find that odd fixes like that work to solve issue that make no sense, so who knows!)