That's right, all pages are recrawled. In case if your site is organized in a way where all new pages are linked from one place (like "news page"), you can create a full sitemap one time, save it with a different filename (sitemapfull.xml for instance), and then specify that news page URL as Starting URl for generator and limit "depth level" to "1" or "2", so it won't go very deep recrawling all pages, but will find new pages for a separate sitemap.