In a traditional game this is exactly how it's done. Dolphin is a bit different though, because it's an emulator. It is aware that a game is using the GPU, but isn't aware of the inner workings of each game's logic. Dolphin doesn't know the difference between a cutscene, gameplay, a pre-rendered movie, or a credits sequence. Because of this, it has to be written in a more general manner, so that a game running inside of it can ask it to do anything a Gamecube or Wii would be able to do, and still come up with the right result.

This is an emulator. I assume they don't have the option of modifying the games to include high level optimizations like that.

Cut scene might have different shaders than in game, generally cut scenes are far more controlled and so might have higher quality shaders than in actual levels. And also that solution would only work in games with cut scenes and you would have to assume so cut scenes occur before the levels with the needed shaders in. So it would end up being a very brittle solution.

They aren't able to predict what shaders will be needed.