I've noticed this over the past little whlie pipnina and I am working on this to resolve it.
While the multi-world environment does require additional memory 99% of the time no-one is in most of the worlds so they are unloaded from memory and have no effect on lag.
There is an issue the cropped up recently and I think it's related to one of the mods installed... Which one, is the question. I have located some monitors for bukkit that will allow me to pinpoint the problem and I will be doing that as soon as possible.