Is your cache loader setup to be shared or unshared? This sounds like shared cache loader behavior, which based on your post, you do not want.
Example the following attribute in your cache configuration file:
i understood the CacheLoaderShared so that in this case there is only one back-end store and i want definitely that all of the members in the cluster has a backend store so all of the changes made in every member of the cluster have the same data transient and persistent.
and i need also statetransfer at startup and so far i know it is only possible with the CacheLoaderShared = false.
I was not trying to suggest you set the CacheLoaderShared attribute to true. I was only asking how it was set in your case given the observed behavior. If you have set CacheLoaderShared to false, that, at least, would seem to be correct. I have used independant cache loaders like this before, and I have not had this trouble.