[mumblemumble]

And I've often seen things go dramatically in the opposite direction.

I/O is generally just about the slowest thing a computer can do. So, in general, the more you can reduce the data before sending it across the network, the better. And, heck, a well-crafted SQL query can often save you having to even read large chunks of data off of the disk in the first place, let alone pipe it across the network.