I tried to reproduce the behaviour in a sample page but to no avail. Could you please check it and let me know what I am missing?
I also recorded a screen cast: http://screencast.com/t/TVAPpwCmq
As you can see the dataSource fires requests for paging but does not fire requests for filtering, e.g. the paging is performed server side while filtering occurs on the client.
On a side note I would not recommend using client side filtering and server side paging as in this case the user will be able to filter only the records which are part of the current page. This behaviour might be confusing.
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