The way I do it they receive the same event 2 times. My client only subscribes to person X's events on 2 of their relays (configurable, but that is the default).

But yes traffic TX/RX is costly. My desktop client has read 26 megabytes since I started it a few hours ago. Other clients I've heard of download gigabytes during that same amount of time. I think there is a lot of tuning and optimization that can be done even in my client, but also in the protocol (things like COUNT).