This is a problem when local storage is not large enough to handle NFS content. It is debatable whether this is a bug. The documentation is unclear: "Cache files are copied locally when used by a front-end, whereas images and binary files (when accessed directly via the browser) will be streamed directly from NFS."
http://doc.ez.no/eZ-Publish/Technical-manual/4.x/Features/Clustering/Cluster-File-Handlers#dfs

The situation is that files downloaded using content/download links will be copied locally. Arguably, by "accessed directly" what is meant is direct file download from "var/", without going through php. (Direct access also means that there can be no permission checking.)

The question, then, is whether content/download should be modified to serve the files from NFS. The API allows for this, see "eZClusterFileHandler::fetch( $noLocalCache )", however the functionality is not implemented in the DFS handler. There is some code in eZDFSFileHandlerMySQLBackend::_passThrough() and eZDFSFileHandlerDFSBackend::passthrough() to handle direct serving from NFS, however it is partially deprecated, and not currently used.