In most cases where "Local off" solves the issue, there is a midi loop anywhere in your setup. The loop results in multiplying note on/off messages. That means the sound engine receives more than one note off message in your case. The first message will stop the sound as you would expect it, meaning it will trigger the release phase. The second (and perhaps more) note off messages stop the sound immediately, by cutting the envelopes, because you are in unison mode. You don't recognise this in Poly mode, because the duplicate note on/off commands trigger a different voice and leave the envelopes of the first voice alone. But if you listen closely, you should hear two voices sounding in poly mode, too.
If you are using a DAW and want to work with "Local on" you should make sure, that your DAW does not send incoming midi data back to your synth. That would exactly result in the described behaviour of doubling notes.