It wastes time also esp. Suppose we have a page with 10 footnotes and we need 5 of them. Fetching entire page once will save bandwidth in this case. Having a page with several unrelated topics is author's decision. I am very reluctant to support anything that requires HTML parsing on server side.
People tend to put all kind of garbage on their pages.
Lusers are too inventive and servers can't keep up with them. There is no need to add any additional tag. You'll need new HTTP header for this. HTTP 1.1 draft is currently in last call.