Load WP content with ajax less server demanding and faster than normal page loading?

No. Let’s compare.

Normal load:

  1. Access URL.
  2. Load WP core.
  3. Retrieve stuff from database.
  4. Load template file.

Ajaxy load:

  1. Accesss URL.
  2. Load WP core.
  3. Load template file.
  4. Load JavaScript.
  5. Make Ajax request.
  6. Load WP core (again).
  7. Retrieve stuff from database.
  8. Receive stuff from Ajax.
  9. Put into page.

Repeat steps 5-9 for each Ajax request.