IE bug or feature?

I have recently noticed the following behavior testing IE. Here is an explanation on what is happening

Steps
1. Start IE and look at the task manager to see how much memory is being used.
(Observation): iexplore.exe starts with some memory X MB.
2. Start a new window by clicking File-->New Window check the memory.
(Observation): The iexplore.exe process increases by 2-3 MB in memory usage total X+2MB
3. Now Start IE by double clicking the shortcut or the iexplore.exe directly.
(Observation): You will find a new iexplore.exe process running with X MB
4. Repeat step 3 multiple times.
(Observation): New iexplore.exe processes start with X MB of memory.

Now for the Bug or Feature discussion.
Advantages
Lets look at what we can achieve with this behavior.
When started using step 3 above each iexplore.exe has its own session. So you can have multiple sessions from a server with different useraccounts.
Ex: You can login as different users and check / complete your tasks in google.com all simultaneosly.
Disadvantages
Every time you start iexplore.exe the starting memory usage (X MB) is close to 10x more than opening a new window using step 2. Image why the computer is all slow all of a sudden if you are browing online.

Conclusion
Using firefox you share a session always across multiple browser windows does not depend on how you open a new browser window/tab. Now its upto you to decide whether this is a feature that MS gives its users or is it a bug they have been ignoring to fix.