Yeah this has also always bugged me, hopefully someone will know.
Are you a modder by any chance trying to fix this?
Well mostly it's because you need several config files running to control where the replays are saved and how (ftp/html) and where to download them from (which webhost for FTP).
Listen servers run a single config for a local game. So none of that works.
Apparently you can pseudo-hack it but if it comes to it, depending what you need Replay for, you could just temporarily run a HLDS on your machine and setup the necassery configs for that.
I'd recommend running it on a seperate machine if you can, like if another family member has a machine, run HLDS on that and connect via your machine.
Running a server from your machine takes a lot of system resources and connecting to it from the same machine will certainly have its fair share of performance issues.