PCoIP Traffic Flow?

I have a View 5.1 envirouemnt using Wyse Tera clients.   I thought I remembered reading that the Connection Server only brokers the connection from client to VM, and PCoIP traffic after the connection used a direct session between the VM and client.

However, after looking at NetFlow reports it is clear that all of our traffic is hitting the Connection Server.  I am worried that this will not scale well.  Is there something setup wrong in our environment or was my initial understanding wrong?