I have noticed poor performance in both Sense and HA after including devices in my custom component and after the official component integrated devices. With my custom there’s an option for not including devices, but I’m no longer supporting it now that devices are included in the official component. Without modifying the python code the best you could do is set hidden: true in your customize section of your configuration for every sense device, that should at least improve the performance on the HA side.
There was just a commit a few hours ago bumping up the version of the sense_energy library that the component uses, but updates to webhooks and such…that may help with the performance.