I don't have any remote MC clients setup so take everything I say next with a grain of salt (and hopefully others that actually know what they're talking about will chime in), but my understanding is that the audio analysis data will be available to the clients via the library server, but it's up to the client to deal with it. So if the client doesn't support volume normalization, then it won't have any effect. And if the client is access the files outside of MC, like direct to a file share, then it obviously won't work.
However, there is a way to make it work 100% in any player, but it means re-writing the files themselves, so it's irreversible. If that's a concern but disk space is no obstacle, however, then you could create a duplicate of each file, one that has been normalized, and then share it from a different directory to those clients that can't do this themselves. I did something similar when I was dealing with two different non-MC players, one that could play FLAC, but the other could only play WMA lossless. Thankfully MC gives you numerous ways to manage your files so coping with multiple versions isn't too troublesome.
To do that, you can use Tools -> Library Tools -> Convert Format. Choose whatever settings you like for encoder and then click Options to set preferences for whether or not to replace the original on disk - I'd recommend setting this to "Leave original file; add destination file to library". Then check the box for "Apply DSP" and, assuming you've done the Audio Analysis and have DSP Studio configured to apply Volume Normalization, when MC converts the files they'll all have that level applied to them and will therefore play at the same level in any player. MC allows you to do this automatically when you transfer files to a portable player or burn an audio CD as well, btw.