SPI memory managment issue

I've read in the doc that every memory allocation done in a spi memory context was freed at the end of the context (after spi_finish)
What happens if the context is is initialized inside another one ?

Here is my function :

spi_connect()

        execute query1;
        ...
        execute query10;

spi_finish()

The thing is that I do another spi_connect inside all subqueries (query1 ... query10) and the memory allocated inside all "subcontext"  doesn't seems  to be freed until the last call of spi_finish. (the one of the "big" function).

Hopefully I was clear enough :)
Any help ?

Benjamin.