I don't think the OOB thread is that costly, it doesn't block on anything (not even on state transfer!) so the most expensive part is reading the key and writing the value. BTW Sanne, we may want to run Transactional with a smaller payload size ;)
It does though - as Bela mentioned OOB threads compete with regular incoming threads for NAKACK windows, etc. But in any case, this is an unnecessary cost.