Why if I create 2 subnets (for example 10.1.0.0/24 and 10.2.0.0/24) on 2 different interfaces I can access both from both subnets without proxy arp-enabled and without any static routing?
because it is a router 
client in subnet A has a gw pointing to eth1 and router knows where to route the packets in subnet B because it has an address of subnet B on eth2..Also clients in Subnet B must have gw of router IP on eth2..
If you want to prevent trafic between subnets you must use firewall filter rules..
Oh thanks
Why what I said in the first post is valid for my RB951 but not for my CCR1009?
On the CCR 1009 I have created on eth1 the net 10.1.0.1/24 and on the eth2 10.1.1.1/24 but they don’t communicate.