I just scored a used Agilent 33522B and had a quick play with it. The TrueForm filter does exactly what you say you are after. With the filter enabled, the cutoff frequency tracks the programmed ARB sample rate. You get a choice of two filters, 'normal' with good flatness but some overshoot, and a -3dB point of 0.27, and a 'step' filter with a monotonic transient response and a -3dB cutoff of 0.13 (of the sample rate). With either filter, playing back an ARB on the scope gives a 'smooth' curve on the oscilloscope. Turning off the filter shows stair-steps as you would expect.
Maximum sample rate is 250 MS/s