It only check the local collection or core when searching, doesn't look on other nodes. e.g. a cluster have 4 nodes. 1th 2th 3th contribute to "collection1". 2th 3th 4th contribute to "collection2". now send query to 4th to searching "collection1" will failed.
It is an imperfect feature for searching. it is a TODO part in SolrDispatchFilter-line 220.