I think that's a very keen insight. There may be a detail that gets in the way, but nothing comes to mind at the moment. Did you know that PostgreSQL's referential integrity checks are -- in the most literal sense -- implemented as triggers that construct SQL, and then plan and execute them just like a client program?

http://doxygen.postgresql.org/ri__triggers_8c_source.html#l0...

I don't think anyone has measured the effect, which seems it would be greatest on tables with wide rows, whereby the wide rows would cause cache thrashing but the smaller index would not.