I have discovered what I consider a nasty bug and because action speaks louder than words, please try doing this:
To the default cube scene add an Always sensor with an “AND” controller and a “Scene restart” actuator. Run the game and observe the memory used by blender.exe (or in case you compiled, of your compiled version .exe).
The memory increases constantly and tremendously. I discovered this while trying to understand why my little game uses 120 MB of memory after 6-7 scene restarts.
Is this a known bug?