Opening a "page" causes a new dynamic session to be created, assuming that you have the following set in your user_config.h:
#define HTTPDCFG_DYNAMIC_TASKS 1
Once the session is complete, that task will be destroyed. The number of concurrent sessions is limited to 2 by default in httpd_confg.h, so unless you have added #define HTTPDCFG_DEF_SES_CNT with a number >2 to your user_config.h, then you are not truly opening 5 "pages" simultaneously, but are only opening at most 2 at a time.
Also, there is a memory leak in the http server that I have reported, so until a future release, be very careful about closing and reopening the http server multiple times. Memory is not properly released when you terminate the server.