No it won't cause memory waste. At least not much. Not enough to be significant in any case.
Most of those implicit variables (eg request, response) are required to service the request, and are just provided for your convenience to access useful data.
They don't have any more scope than they absolutely require. A lot of these implicit variables are declared for the calling of the jsp_service method and then discarded.
I'd say you are wasting time optimizing in the wrong place.