In SSRS 2008 R2, I was under the impression that a drill down to a sub-report would query the data on-demand.
This isn\'t the case when my report gets rendered.
The only way to defer the data loading is to actually use a new report with and access it via Drill-Through method. This is the way to product work, and is the way inteded by Microsoft.
You can either optimize your stored procedure, limit the number of results per page or use drill-through.