How can this possibly be true? Won't that result in sending unnecessary data over the wire, stressing network and SQL buffer?
What are these queries and what are these volumes? I just can't wrap my head around the performance statement. You know better join algorithms that SQL Server is capable of (Loop/Hash/Merge)? Given that you have appropriate indexes in place, perhaps query hints is what you need to control sql plan guides if you know a thing or two about your data and it's distribution more than the sql statistics.