It is very hard to say with out looking at the code. Basically you should only see a call to your .asmx when there is an event that triggers a call to you, like selection changes.
Look at
this CascadingDropDown page[
^] I run it and noticed on Fiddler that the call the respective .asmx was done only when I changed a value in the drop down menu. Compare your page with that and see what is different, may be that will give you a hint.