That's not a bug, but the way Usenapp works.
Usenetic queries all information (message IDs, etc.) associated with the selected files from MegaSearch and puts this information into memory before it starts downloading the files. This will speed up the download, but requires a lot of memory.
Usenapp does this per selected file.
It first requests the information, then downloads the file and after the file is downloaded, it does the same for the next selected file.
This is much more memory-friendly, but will result in a slight delay between each file to be downloaded.
You will only notice this with small files such as jpg or pdf files. Downloading larger files or downloading NZBs will not delay at all.
A merge feature is planned for a later release that allows you to select a number of files and merge them into a single file set (nzb). This improves the download speed for small files such as in Usenetic.
In the mean time you can do the same manually, by selecting the files and choose "export as nzb", then load or launch the NZB from disk. But this will probably take more time than just downloading files.