Back in the day with older hardware, possibly talking to remote terminals over a slow comm link, expandable subfiles made a lot of sense.
You're only sending pages as needed, and compared to a page-at-a-time subfile, you're only sending them once.
Nowadays, there's very little need for them. Especially if you're not actually talking to a 5250 terminal. Even if you're not using a GUI interface toolset, modern 5250 emulators support some GUI elements such as radio buttons and scroll bars.
My preference, given that we use Profound UI, is to do a load all subfile as much as possible. Possibly with feedback to the user that more than 9999 records are available and that they need to include more filtering.