MC to MC streaming when initiated from the client does not use the DLNA options. It uses the options in the Media Network -> Client Options section, so that the client is in full control what it requests.
When controlling this from the server, of course the server is in control, since it pushes a stream for the client to play (it doesn't say "play this file however you want", it basically says "play this stream"). Hence the difference between behavior.
Of course it would be *even* better if MC Linux was given support for the "playback local file if it exists" option and MC dealt with the OS differences in file path handling
Note that this wouldn't actually help with BDMV, since BDMV is not supported on Linux at all, since playback of those is powered by LAV Splitter on windows.