In this case, I disagree with you. I haven't said that the CPU was idle. Other programs were already opened (e.g. XCode4, many tabs of Chrome, ...). I've just compared the low CPU usages of those processes, that actually are doing much more than the SFML basic application (generated with the XCode template and modified to include some performance improvements).
If Chrome process ranges from 1.4 to 2.3 %CPU, why the sound process ranges from 9 to 10 %CPU with and without music? For me, that's actually a performance problem. Finally, with some tuning, I could get reasonable values for the rest of the application, except the music part.