Let me start with your second question: "Obviously the SCOM Agents send monitoring data to the SCOM Management Server but does the MS also send lots of data back to the Agent installed on a device?"
The answer to it depends heavily on the number of management packs, which have been installed and configured and their purpose. As every MP includes a number of event or performance collection rules, the bandwidth depends on the amount of data, which
is being generated and which you collect. If you have configured additional rules, this will only add to the used bandwidth.
What you can try is to monitor the communication between the management server and the client with a packet tracer tool and then analyze the data. But you cannot use this as a reference, as those values might change if there are lots of events generated.
You can make a baseline (when there are no issues on the monitored client) and see how the values differ when there are events, which are collected.
According to Microsoft the minimum bandwidth for the communication between MS and the agent is 64kbps:
Minimum Network Connectivity Speeds
Hope this helps.