Your TX on your BEA tier (let's call it that for now) will not propagate to your TCPCacheServer tier. Since access to the TCPCacheServer is wrapped up as a CacheLoader, however,it will be party to the TX such that commits and rollbacks will be adhered to.
I can't concievably think of any potential problems with not running transactions on the TCPCacheServer tier.
Why would you bother running BuddyReplication on the TCPCacheServer tier if you only have 2 nodes here? :-) Future scalability?