You are 100% correct, higher difficulty = less data transmission , setting a higher difficulty also means a lot of shares that you would have been rewarded for will go unpaid, but of course payout in the long run won't be any different because while you do submit less shares, those less shares worth just as much as those many, after all the hashrate is what matters.

However, to my understanding, most mining pools try to set high enough difficulty for your miner to avoid bandwidth congestion, after all the pool guys are more eager to keep the communications between you and them as low as possible than you are , so while your statement is true,  I doubt it does benefit the OP by any means.