They should, indeed, but do they ? I mean, with huge volumes of data on small devices, isn't there some rationale at some point that could lead to limiting the verification ( to avoid too much resource consumption ) ?

Note that I have no idea on how much resources it consumes to perform checks on signature and hash computation

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Yes that’s why it is an option on most of mobile clients. If a relay would cheat, its messages would be rejected by most of clients anyway. It would be a bad reputation for the cheating relay.

I should setup a modified relay to test this :p

Assuming the client caches the events in some local db it should need to check only once per event.

I agree. Not a real problem to check every events sig