ClusterPullConnectionFactory is used internally to create connections between nodes within a cluster. Messages are sucked to other nodes only if there is no local receivers (like your MDB) while receivers on other nodes are available.
So as long as your MDB is not dead, the messages won't be sent to other nodes.
But messages are also load-balanced, not? So if there are a couple of messages waiting they will be serviced on different nodes.
What I'm looking for is kind of load-balancing for failed messages ...