Of course the intensity matters here. As I am using Polar device to record HR during workouts, I also checked from Polar Flow the values. In this case XC skiing was more than double on cardio load estimate. TrainingPeaks did not seem to reflect to this at all.
And I was going with classic style on relatively flat ground trying to stay on Zone 2, but uphills and downhills drifted the HR out from this zone.