It does take a significantly longer time on CPU.
TRP Sieve does not have GPU, but compare CPU speeds:
Recent average CPU time: 0:38:01
Recent average CPU time: 25:13:42
There is why it is so much extra. Processing on a GPU is much faster, even for the GFN and AP that use it. For LLR there is no significant difference and that is why there is no LLR GPU apps.
If TRP Sieve was done on GPU, it would probably take less than a minute.