I forgot to update this.

Be carefully when joining a lot of groups. For some reason steam strains system resources when you are online in Empire. So you have two processes that will use CPU, steam.exe and empire.exe. It seams that number of friends and more importantly number of groups that you've joined is having big effect on how high is Steam CPU usage. I don't have super fast cpu so I had to leave some groups to get Steam CPU usage down too normal level.

So, If you're having problems with lag ingame it may be that Steam is using too much. Try leaving groups too see how its with less. Then if it's not having an effect you can join them again.