But this is not a speed issue (well, it is when your memory is full). Of course, the context change affects speed, but it's not important if you're doing anything non-trivial.
Assume a standard display pixel format: 24bits RGB, 8bits ALPHA and 24bits DEPTH. Say you want to render a 1024x1024 shadow map and a 512x512 reflection map. You'd normally want to use render-to-texture, so:
Pbuffer A: 512x512x3 = 786432 bytes
Pbuffer B: 1024x1024x3 = 3145728 bytes
But, if you share the display context, you'll have:
Pbuffer A: 512x512x7 = 1835008 bytes
Pbuffer B: 1024x1024x7 = 7340032 bytes
That's 5 wasted megs! If you add to that the extra memory required for textures (since, rtt support sucks, especially for depth maps) and the probably higher resolution the user will want, it's getting out of hand.