Hi,
The Category Pages will show all products (regardless of "On Feature" or not)
If you want to show only "On Featured" products in any pages (homepage or somewhere else), then you must use "Virtuemart Product Module" and choose: Show only Featured Products parameter.
Because using "Modules" is the easiest way to show only "On Featured" products.
By the way, "Virtuemart Product Module" is the official module of Virtuemart Component that comes with Virtuemart AIO.
Regards,
Support