Sure, but you are comparing that problem with the unworkable status quo of "just use these three relays and you'll be ok"
If we presuppose that that's not the end-state of nostr then we need to compare the problem of opening more connections (outbox-model) with the problem of NOT finding the events you are looking (non-outbox-model)
Missing events is a far worse UX than a potentially slightly worse bandwidth usage.
This is the compromise bitcoin made; it's not the most efficient system, it's not trying to be. It's just trying to survive.