No, it’s kind of like your email. Every so often it checks for any new updates if there are none then no activity is used. If there is a change it is downloaded and stored at the local player level. Some type of ads like videos are streamed, however even these use the local cache systems when shown over and over again.
The PRO system is 100% internet based so will use more internet bandwidth than the older standard system that uses a PC as an ad server. The difference is capabilities of the PRO system far outweigh the extra bandwidth it might use in the process.