I am expieriencing the same Problem.
Running the Game with a Dell Latitude e6420 (Core i7 2720qm @ 2,2ghz (4C; 8T) Turbo:3,2ghz; 8GB 1600Mhz Ram; OCZ Vertex 3 (500mb/s read, 250mb/s write; NVIDIA Quadro NVS 4200 M). Other games which always needed more Power then AoE2 run faster and better then AoE2:HD (BattleField 3 etc).
So this is confusing why its lagging. I just noticed it's eating up to 80% from one Thread, but that can't be it.
It's lagging with Singleplayer (3 CPU Enemies) aswell as playing against X People in Multiplayer.
I hope you take this serious, because it's a good game. But with that "Features" it's a SHAME-Game.