PHP filtered page is cached
PHP filter is an unrecommended module and you should not use it. It not a secure option and the site maintenance is too difficult.

My recommendation is avoid this module and implements a dummy module with this functionality. 

If you decide to use in any case, as you told correctly this pages should not been cached but it depends of your cache config and the place where the php-text is located. I mean, you can use the php filter text in a view or in a block (for example) and the cache behavior will be different.