For the traffic initiated by HAProxy from non-local-ip the reply traffic is catched by 'ipfw', and is not seen properly by 'pf', this causes the connection to break/terminate after the initial SYN and several ACK packets have been passed to the backend server. Adding the rule above fixes this issue. As confirmed and tested here https://forum.pfsense.org/index.php/topic,71515.msg390686.html#msg390686 .