Microsoft has confirmed that they are investigating reports of high CPU usage in the SearchUI.exe component of Cortana after users install the Windows 10 v1903 KB4512941 cumulative update. The issue appears to be a bug in the latest version of Cortana that occurs when users have disabled the ability to send local searches to Bing. A temporary fix for this issue is to enable BingSearch again and set the BingSearchEnabled Registry value to 1 under the HKEY_CURRENT_USER_USERSoftwareMicrosoftWindowsCurrentVersionSearch key.
Source: https://www.bleepingcomputer.com/news/microsoft/microsoft-investigating-windows-10-cortana-high-cpu-issues/