if you have a really big data set it can be expected, because saving it are disc writes.
what you are trying to do is write 4 sets of data to files at approximately the same time, which means your harddisc will have to switch around 4 different locations, trying to write all the data. if your harddisc is really heavy on usage, it can cause lag on your whole system.
one tip would be, that when it's not critical that it has to be done at the same time, to delay some of the saves so they are more sequential instead of simultanius.
ini files will take more processing aswell since it depends on windows API's which are most likely slower compared to normal writes.
this doesn't seem like a bug at all, bit is simply a hardware/OS limitation. but it highly depends also on what you are writing and what the actual difference is between the two attempted methods.