That's not a big surprise. jQuery's events use native browser events behind the scenes. Which is nice for dom-oriented plugins; you get bubbling for free and all the native event listeners just work. It's got a pretty fair amount of overhead though. Backbone's events are just a pure JS event emitter implementation.
I'm curious, though, why they added an external dependency instead of just inlining a solution. There's a couple of good MIT licenced barebones implementations[1][2] floating around, and it's pretty straightforward to reimplement yourself in an hour or two if you prefer.