David Timms:
I had problems with certain {usually https} sites that you would log into, then it would reject the next step in the process
Frank Cox:
The fix for this problem is to direct TCP port 443 to WAN1 or WAN2. Your choice.
Now everything that's a https connection will always go through only the connection you specified and the remote webserver won't get confused.
I could imagine problems where you start off on a HTTP server and get handed over to a HTTPS one. e.g. Shopping systems, where the browsing is ordinary HTTP, and the checkout is not.