@peetee, in your last paragraph you basically echoed my problem statement, which is to prefer a local egress interface for traffic, rather than using the dog-leg. Redundancy groups is a good idea, but it doesn't help when I have two non-redundant WAN interfaces on their respective nodes.
We have a similar issue with management traffic being handled through the WAN forwarding interface, because we use the same tenant called "_internal_" on both nodes' "kni254" interfaces. So again there is no way to set policy for preferring the local egress WAN interface.
Now, the way I get around the latter issue, with outbound management traffic, is I create my own KNI host interface, say kni24, and put different tenants on them depending on the node where it's located. Once I have different tenants, I can set granular egress policy.
Obviously I can't do that with the redundant LAN interface because I can't name tenants differently on the two nodes. So, this looks like an Epic to me.