I don't understand why you try to do so, aside from asking the server would cost bandwidth, too.
Does it happen very often your sessions time out? Then you should think about a longer timeout (or what is your application good for when many sessions die?). If this doesn't happen very often, don't think about the bandwidth used when accessing the non existing beans. You won't recognize a significant increase.
Thanx for reply, but we've chosen a solution that keeps the Stateful bean alive: the client launches a thread that periodically calls a method on the bean to avoid passivation and removal.