Damn I just noticed that #define BONES seems to break the shadows of animated entities (it shows them as they were not animated). So there is choice to make; more fps and somewhat lame shadows or worse fps and 'animated' shadows. I quess that is why the fps gain was pretty high and why your fps went higher when you disabled sun shadows.
Setting max_bones to 1 improved the performance, but still no difference setting BONES or not. The model I'm using (player and three enemies) has 9616 faces and 5776 vertices, so it should perform okay.
, have you set it like this
#define BONES //enable gpu support
in the right .fx file? Also what kind of gpu do you have? (dont know if that matters) Might also has to do with how complex your models' bones setups are.