Hi Peter,
You are hitting the limitations in InfoPath's 2007 implementation of secondary data source caching. Life's a beach, you know, and the goal is to surf. OK, so enough theory, SharePoint 2010 has Groove integration and "spaces". This may give you the functionality you need. We haven't smoked it yet. I suggest you light up. Who knows, maybe it will be a good burn.
There are other ways to offline data ... why not just embed it in the XSN proper?
Qdabra also offers a "Standalone Dashboard" mode in version 2.4 of it's DBXL product that maps form to a local computer. 100% fidelity of secondary data sources. This works for SharePoint 2007 sites as well.
Good luck with your board,
Patrick