The lookup time is slow because when you use mmap to does not load content of array to memory when you invoke load method. Data is lazy loaded when particular data is needed.
And this happens in lookup in your case. But second lookup won`t be so slow.
This is nice feature of mmap when you have a big array you do not have to load whole data into memory.
To solve your can use joblib you can dump any object you want using joblib.dump even two or more numpy arrays, see the example
firstArray = np.arange(100)
secondArray = np.arange(50)
# I will put two arrays in dictionary and save to one file
my_dict = {'first' : firstArray, 'second' : secondArray}
joblib.dump(my_dict, 'file_name.dat')