Are you actually using object pooling (recycle)? Check:
http://haxeflixel.com/documentation/flxgroup/Object pooling is always a good practice, and simple to implement with FlxGroup.
If your game is simple, I wouldn't care much, hardware nowadays is very poweful and Haxe has automatic garbage collection, just to check if you have serious memory leak you can enable debugger
lime test neko -debug and press
~ to open the console and there you can see how much memory you're using, if it's always increasing a lot after switching levels then you have some memory leak, object pooling and setting all member variables to null on destroy() will help.