Backing up Time Machine to an external disk also used by other machines - no sparsebundle?

Question

I moved to using an external disk (a Drobo) on 1 machine as a Time Machine backup for all of my machines. I've got 2 of the machines backing up perfectly, but the problem is with the machine that the drive is connected to.

When I start the backup of the directly connected machine, Time Machine creates the folder structure /Backups.backupdb/[computer name]/ instead of just creating another sparsebundle file.

Should I care? If yes, then how do I make Time Machine create a sparsebundle?