Yes, I have realized that and have started to cache the tabs. You can check out the development version and see how I have added caching on twitter, deviantart, and vimeo (soon to be released also) tabs. I hope to cache every tab so there are no external requests and am trying to have this update ready at the beginning of next week. Thanks for the tip!
I just tested the plugin with and without caching, but only used the 3 tabs that I have done caching for.
without caching (version 1.12) : 0.64 seconds
with caching (version 2.2-beta): 0.0059 seconds
Hopefully the new version released next week will fix this!
I have just released version 3.0 which is much faster. With the 8 slowest tabs on, the highest time I got was 0.7 seconds, and that was at first load. After the first load and when the tabs are cached the highest I got was 0.017 seconds. The caching should help speed it up. Caches last between 4 and 12 hours. I also separated each tab into a separate file so all the functions for all the tabs were not being loaded every time. Let me know if you have different results.