if you type "/pex user A" then it lags the server because it sends all the players that starts with A.
wouldn't it fix the lag if commands were async?

yes, but making the commands async is complicated, requires the rest of the plugin to be thread-safe, and requires any part of the server PEX touches to be thread-safe as well. Handling this well is a major part of the PEX 2.x redesign.