Indeed. And what from my point of view basically is the key difference to Norton and the other utilities common for PCs these days - they do use a heavy portion of your overall system performance.
Something I don't notice when using the OS X Firewall and Anti-Malware Definitions. So, I like this approach.
MSE / Defender are lightweight and definitely the way to go. IMO avoid Norton/McAfee or honesty anything else for personal use. Windows users really don't need to think about it anymore.