Dmitriy is right, currently REPLICATED cache works the same way as PARTITIONED does, and in PARTITIONED cache filters should be evaluated on backups in order to maintain a backup queue in case a primary node fails.
For the case when query is executed on an affinity node of a REPLICATED cache _and_ auto-unsubscribe is true, I believe we can change the behavior, however it will be inconsistent with all other modes. It can be easily overridden in Ignite API by setting local flag on a continuous query. I think we can provide a way to set the local flag for a JCache event listener, but I am not sure how it will look API-wise.