Where do you get those 2 million IPs? The plaintext url list [0] only contains 90k entries and after filtering it to ips only and de duplication it's just 39k.
I've just added it to my firewall that does around 160Mbit/s right now using an ipset and the only increase in CPU I can see is a small blip from the ipset restore. And that's just an APU2 with a AMD GX-412TC (1GHz Quad core from 2014) and not a beefy box.