I can confirm I have a similar problem.
The more I play, the more memory the game allocates and the slower it runs. When I quit, close the program, and start it again, the interface is suddenly fast and responsive, but after some time, it starts to slowly gum up again.
Don't know if "memory leak" is really the term that is appropriate, but it does seem to allocate more and more resources. If it was justified, how comes the program is capable of running fast immediately after reloading? Maybe it keeps some AI related tables that are not stored in savegames, but in any case, it's suspicious.
My drivers and DirectX are always up to date.