[el Filou]

Can you try to change Windows power plan from Balanced to High performance, just for a test? Or just change the power balance setting (forgot what it's called) in the Intel Graphics control panel ?

That's a 15W part which is not a lot, maybe it's getting in some power save mode where the clocks are much lower? Are you sure the playback clocks are the same as on Win7?
The utilization percentages are not a bad thing per se, it all depends on how much power it actually uses, but I don't see why they would differ so much.