Hello,
Take my apologies for the delay in answering.
Our theme has a lot of options and it takes much more resources than the default theme with up to 20 options. But we are working on improvements to the customizer speed and optimization. We plan a major release at the end of spring.
Anyway, why do you open many customizer tabs? If you make changes in one of tab, save them but opened another tab before and save changes there you will lose the previous changes. So, don’t understand why do you need that.
Regards