If you're perl CGI already has a "use Foo;" in it there is no penalty (or even a noticeable effect) from having the module pre-loaded in the mod_perl config.

With a cache of DB handles provided by Apache::DBI you would still probably notice a big performance increase even if your authentication sunroutine has its own DBI connect/disconnect calls. I've several times had to write program that had multiple DBI connections open and never had a problem with any adverse effects from it.