Just to be on the safe side...
"cmd" is issued by a client but is sent to the server. If on a listening server the command arguments became the command that the player who runs the server would execute. On dedicated servers this does not happen because the server is not identified with a player. ( see "cmd name <new_name>" issue somewhere on these forums ).
Amxx has nothing to do with this issue nor can it modify its functionality. It's an engine limitation / bug.