As Kino said, no imports do not leak.
The real issue with imports is the space they occupy.
As you might or might not know, a map above 8mb can't be played on b.net.
Another problem you can face with imports is if they are corrupted they can make your map unopenable. This mostly happens if you fizzle with them yourself. All approved models here on Hive works fine.
Also. The really heavy models may cause lag if used a lot in your map.