Setting a local-preference for iBGP VPNv4/vrf routes?

I'm trying to do something which I thought should be straight forward but I'm obviously going wrong somewhere.

I have two PE routers which have the same customer attached to both. Both PE routers are receiving the same prefixes via eBGP from the CPE routers.

I usually use AS-PATH-PREPEND so that one route is prefered over the other but in this scenario I can't do that. As such I have setup a policy-map importing the BGP received routes so it's increasing the local-preference of the received routes in the primary router.

My issue is that as soon as that route is then shared across other PE routers it sets the local-pref back to the default.

if I look at the route on other PE's (all shared via RR's) then the local pref is set to the default BGP local pref of the advertising router.

Is there some caveat I'm missing about changing the local-pref for VRF/VPNv4. For none VRF prefixes it works fine.

thanks