default JMeter caching

Hi,

I'd like to understand a little a bit about default JMeter caching.

I have a site behind Varnish caching. However, when I ran the tests
through Varnish and by bypassing Varnish the results were similar. It
was only when I added: "cache-control: no-cache" (in the non-Varnish
tests) to the request header that I received slower response times

I wonder why this is, and if JMeter is caching locally?

Many Thanks

Paul