I'm wondering if assigning a dedicated IP to some of my high load proxies would have any affect on cpu load?
No, it would not make a difference to the CPU if you use a dedicated IP for the site or not and as long as they are hosted on the same server, it would be the same.
If you assign a different IP to a particular site, then say like the site gets banned by schools etc, it will not affect the other sites. However if they are still hosted on the same server, it doesn't at all affect any CPU usage that the server is going through.