Weird stuff here, I've been replicating this problem on physical and virtual appliances as nothing is making sense. I'm testing multi wan, and I noticed if I go to gateway, disable one of them and apply, my trace routes still go through the disabled gateway. If I wait for the state to drop, or kill all the states, then it starts following the new route ignoring the disabled gateway.
The reason I got here is because when using gateway groups and one of the WAN fails, it does not kill the states and keeps trying to send traffic via the failed gateway. When I reset the states, then things work as they should.
Is anyone aware of this? Seems to be a bug to me, it should reset the states when one of the WAN fails.