We have checked your query and logged “Need to provide run time scroll (infinite scroll) option in Grid control” as a feature already. It will be published in any of upcoming releases. We will inform you once the release rolled out successfully. Until then we appreciate your patience.
You can now track the current status of your request, review the proposed resolution timeline, and contact us for any further inquiries through the below link:
Query: Also this would be great to have this on filter menu so you don't have to pull everything client side.
For this you have to use adaptors to overcome client side actions. While using adaptors all filter requisites through the filter input will be accessible in server side not in client side.