It's definitely not pfSense. Your devices talk directly to each other on the same network, as John already mentioned. pfSense doesn't even see the traffic unless it needs to be routed to a different network, eg. the Internet, or a VLAN or another interface (OPT1, OPT2 etc). Your clients know their local network based on its subnet mask, and will send any traffic for outside their network to your gateway (pfSense), who forwards it out and returns the replies back to you.