Of course Baking with CPU is slower, but it’s also better, if it prevents Blender from crashing. Not sure what you mean by the next part, when you’re “going to the Render Tab as shown in the Course”.
One of the strengths of Blender is that it can do ‘everything’, so you don’t have to switch between Software. It also runs at relatively old hardware.
Specialised Software like ZBrush, often outperforms Blender, but can only do one, or just a few things.
Most of the limitations of Blender (like Polycount), depend on your Hardware (as does all Software).
