It sounds like you are turning OFF your Mac in between JRemote sessions. I'm just guessing, but maybe if JRemote sees the server disappear, it knows it can't play to the server zone anymore and switches to "this device".
If you were to kill JRemote, then turn off the Mac, then turn the Mac back on, and finally start JRemote, that might be the correct sequence so it never thinks it needs to go back to "this device" as a zone.
To kill JRemote, press and hold the home button. When you get the list of running apps, swipe JRemote up, off the screen, and that will kill it. You could reboot the ipad instead if you want. Killing the app is probably faster.
Give it a try and see how it works.
Brian.