Actually you can quite easily obtain the same effect without going to such great lengths. If you compare salt and heat, the diffusion rate of heat is far higher. Thus, even without the pipe, it is possible to selectively exchange only heat. If bumps form on the boundary layer between hot, high salt concentration water on top of cold, low salt concentration water, the heat in that section diffuses, making hot, low-salt water and cold, high-salt water, which enlarges the bumps. This type of convection is called salt finger.