Dude draw up this question
You state
10.10.1.0/24, called Network A
Then you state
For all the osts in Network A the default gateway is 10.10.0.1 – How and the F does that work??
Then
I set a route on that gateway to Network B: 10.10.0.2 (which is the firewall protecting Network B's interface in the Network A)
Where are you setting this?? So have down stream networks? If you host route your more than likely going to have asymmetric routing.. If you have these networks both connected to pfsense - how do you think you would get to the other network without routing through that networks gateway?
If you trying to cut out a hop by create host routes this is problems waiting to happen!! And extra working making sure hosts have routes..
If you have an actual valid question - please draw up what your asking about and happy to discuss with you why asymmetrical routing is BAD idea… If you have downstream networks, ie another router/firewall in your network with networks behind you need to get to the best solution is a transit network.
As to why so many replies dok - is you keep posting ;)