Say you are in a gravity well with one side of the wormhole, and the other side is outside the well.
You could "lift" matter outside the gravity well without spending energy.
There are other problems as well: Gravity has no discontinuities, as objects move, the gravitational field moves with it. You never have a situation where gravity just suddenly shows up. (The same is true for an electrical field BTW - you can never create one, you can only move an existing one (i.e. split up the positive and negative parts). A magnetic field can be created, but that's because you always create a north and south at the same time. If magnetic monopoles existed you could not create just one, you could only separate the two halves.)
Anyway, a wormhole would allow you to have a gravitational discontinuity and that's impossible, it would create a gravitational wave with an infinite frequency. As you know a true square wave is physically impossible - the fourier transform requires an infinite frequency - but that's what you are doing by moving matter via a wormhole.