All the data that Kong stores (including rate-limiting data, consumers, etc) is being saved into Cassandra.
nginx has a simple in-memory cache, but it can only be shared across workers on the same instance, so in order to scale Kong horizontally by adding more servers there must be a third-party datastore (in this case Cassandra) that stores and serves the data to the cluster.
Kong supports a simple caching mechanism that's basically the one that nginx supports. We are planning to add a more complex Caching plugin that will store data into Cassandra as well, and will make the cached items available across the cluster.