I think You can't edit more than the first image in a raw sequence with CR filter in AE. It just loads it as a sequence and adds that correction to each frame - unless You already have a XMP setting for each. To create one - You can open them in PS - just select a group or all and drop them in PS. Then in the Camera RAW there you can edit groups (by selecting several frames) or individual frames (khm-khm) and when youre ok with the corrections - click (DONE). This will create XMP file for each individual RAW file. Then when editing this RAW sequence in AE it will respect each individual frame XMP file. Still if You don't have a XMP for some - the settings made for the first frame will be applied.