Why server controlled character got remote role AutonomousProxy?

If I am reading you correctly, on the server, the role is authority and the remote role is AutonomousProxy? That sounds correct. AutonomousProxy is usually assigned when a PlayerController is controlling the remote actor. You say that it is locally controlled, but are you talking about a pawn which is being controlled on the machine running the server, or is this a pawn being controlled on a connected client?