I see some lag on my 2009 MBP on that website

Maybe its just layout? BTW, Chrome is smoother than Safari here...
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Ah, the old good stevelam, as always 'stating the truth' without no argument beyond 'its like that because its like that'.
Honestly, I see no reason for scaled being slower then native. Actually, 'real' 2880x1800 could be more work as you'll have to display more UI elements (depending on situation). With scaled resolution, you have to supersample the UI (quadrupling the work associated with drawing of text etc.). With native resolution, you have 4x content. E.g. a full-screen window in native mode is comparable amount of rendering work to a full-screen window in scaled mode; but with each additional UI element comes a setup cost. It might be actually cheaper to render one sentence at 4x resolution than 4 sentences at 1x resolution due to the setup cost. And btw, if you are concerned about the overhead of upscaling images or using higher-res image data, don't be - hardware is designed for 3D games which are way more intensive in that regard.
Of course, in the end it all depends how the software actually works... OS X might be doing some 'stupid' things in scaled mode which will slow things down (it probably is).