No, you're right.
Adding a filtering mechanism would require more scores to be downloaded to be worthwhile.
It would be possible to locally store scores already downloaded though and check using a small, simple hash function...
So, initially the entire score, 'coaster view and bonus list (plus anything else you can see that I've forgotten) is downloaded for, say, the top 50 for that song. This would include the hash.
Next time you ride that song you just download 50 hashes.
You check the hashs locally, if you find any that you don't have the local score for, you go download that.
You still have a fair amount of traffic, but it would cut down on some, provided a small hash was used (chuck in the actual song name as part of the hash and it's far less likely to have collisions).
But, I'm just speculating, it's unlikely such a mechanism would be implemented.
Other advantages would be that you'd have a local copy of the score table from the last time you were online, so could have a goal, even if you couldn't submit your score. Also there's no new ways of cheating since the scores are checked after each song, except to have a local screenshot of you at the top perhaps (which is easily faked with minor photoshop skills anyway).