Re: Sharing such files over the LAN should help...
You are right, the LAN side of this is a good idea. It will help in homes with multiple PCs, as long as their bandwidth between each other is greater than their internet bandwidth (e.g. not WiFi on the other side of a well-built house). If it's smart enough to check and select the most appropriate connection, I see no downside. They should make the setting obvious and easy to find, though.
However, sharing back out on to the web is nothing more than MS trying to cut down on their bandwidth costs, pushing that cost on to their customers. It should be either off by default or asked for on installation/first use, with warnings about bandwidth charges
and a per-network setting (for those who are happy to enable it at home, but not when out on the road using a limited mobile internet connection)
EDIT: it seems that there is an option for this, although from what people say it's not obvious.