Olivier,
Thank you for your helpful response and hints, they might be useful. Actually your answer simply confirms what I expected, and I just wanted to spread some awareness among API team that such feature is needed and would be very welcome. I've seen already several questions on this topic, so I hope API folks hear us! :)
The task is a bit more difficult for me, since I'd like to create some kind of progress monitoring on segments (simply speaking; my actual goal is a bit more entertaining. Or so I hope) - so each athlete that would like to get his 'progress report' would have to retrieve all his segments. And this will drain my request quota really quick, even if it's just for initial 'build up'. I could read data in chunks when my quota refreshes, but then every user that joins my site would have to wait some time (be it an hour, a few hours, or a day) and I think that message like 'Welcome to my website, now please wait until tomorrow while we collect data about your profile!' is not really good UX. So anything, that would make this task easier, would be really helpful. It does not have to be anything directly returning a list of segments - even something like bulk retrieval of activity details (for example, 10 activities in one call) would be very helpful. Or effort meta in activity summary. Or leader boards where given user is listed.
Thanks for help, thanks for listening :)
Best regards,
Maciek