I’ve seen a paper about this, I’ll see if I can dig up a link. I believe you’re right and the answer is yes it can help, but it can be complicated to prove what’s safe or not. The gradient tells you about the orientation of the nearest surface, but doesn’t tell you how fast the orientation is changing, so for nonlinear shapes you need to look at higher order derivatives too. Super interesting stuff, but somewhat gets in the way of the pure elegant simplicity of basic ray marching.
edit: here’s one. I’m not sure this is the one I was thinking of, but I think it does validate your hypothesis that you can reduce the number of steps needed by looking at gradients. https://hal.science/hal-02507361/file/lipschitz-author-versi...
That's a pretty cool paper, though it does get more elaborate as you're saying. In 20/20 hindsight lipschitz bounds do make sense.