For the purposes of computing space requirements, you can think about it as ZFS snapshots only holding changes, yes.
What directory or directories are you referring to? If you're thinking of the snapshot directories under ".zfs", those hold an image of the filesystem at the time of the snapshot - not just a list of changed files.
Your question seems to imply maybe you think only changed files would show up there. How the heck would that work in a meaningful way? Try implementing it in your head.
If you added a file, fine, it shows up there. Not too hard.
If you deleted a file, um, how do you denote that?
If you changed the entire contents of a file, fine, it shows up there.
If you changed the first byte of a 1TB file, do you show the entire file? A 1 byte file? etc?
And if you're trying to use the snapshot, and no files have changed, how useful is an empty directory? Do you really propose that someone has to take the union of tens or hundreds or thousands of snapshots in order to find the file they want to recover?
Those snapshot directories are going to contain a representation of the entire filesystem. If you try to rsync them, you'll be able to read all the contents of the filesystem as they appeared at that time. It's supposed to do that.