The idea you are describing is often referred to as a "datagram" - a message composed of only changed data. This is something the DataSet does for you, for example.
CSLA doesn't do this, because it prevents your server-side code from being able to interact with the full object graph like the client can. In other words, mobile objects and datagrams are two different client/server models with two different sets of good/bad points.
Mobile objects are good because you have location transparency. You can write code that runs on the client or server or both, and (to a very large degree) the same object model and context will exist on both sides of the wire. This is very powerful, but does mean some unchanged data moves across the wire at times.
Datagrams are good because they minimize the data on the wire. But your client and server code can't ever be the same, because the server never knows if it has full access to the same object model or context.
CSLA supports the datagram model, just not through the data portal. The primary purpose of the data portal is to support mobile objects.
However, if you run the data portal in local mode, then your DataPortal_XYZ methods will run on the client. The client can then use a pure data access technology or service-based technologies to communicate with the server using the datagram model. Examples include WCF, asmx or .NET Data Services. And the DataSet is powerful here, because it can help you create these datagrams. Or you can define your own DTOs and create your own datagram messages.
Rocky