Short answer: no.
Longer answer: JGroups does have the concept of a cluster coordinator. Typically the coordinator is the first node that starts up, but this rule is not always valid (especially when sub-cluster MERGEs are happening). The role of the coordinator is merely that of managing the cluster view (i.e. which nodes belong to the cluster) and has nothing to do with how the cache data is handled.
The behaviour you are experiencing is odd, so could you please post your configuration files ?