The guixt.ini file contains a command "replication Yes" and its application makes a copy of each script in the directory
C:\Program files\sappc\sapgui\r3db\guixt cache\sapwr\P01 
which is fine for one session. But when the user opens a new SAP window, GuiXT again downloads scripts it has already read in the first window, increasing the net traffic. Can this be avoided, i.e. can performance be improved?

Yes, fortunately, it can (in GuiXT 2001 Q3 06 and upwards). Here's how: In your logon script (e.g. Flogon.txt), you specify a version number with the "Version" command, e.g.
Version "0001"
As long as the version is not changed, all scripts (except the logon script itself) are taken from the cache without checking web repository.
When you have relevant changes in the scripts, you can increase the version number. GuiXT then deletes the previous cache and starts to fill a new one. As a consequence, a user will normally need only a single RFC (for the logon script).