The game only loads the active world into memory. So the only impact of many world files would be the harddisk cluttering.
NitroGen can add a huge amount of POIs to the world, so dont go overboard with the city size and map size if your system struggles.
If you play the game, dont forget to close NitroGen, as it still has lots of memory reserved after generation.
The latest settings are saved, and loaded again at startup.