I had this very same problem - It manifests in two ways,
You loose DNS when you pull the wan out as GruensFroeschli said, to get round this add an outside DNS server to your DHCP DNS list set your router as DNS 1 and say OPENDNS server as DNS 2. Obviously this only works if you are using DHCP to assign IP's to your LAN.
Second you have the same gateway outside between OPT1 and WAN - this was happening to me because I use the same ISP for both WAN interfaces. both interfaces worked but When I pulled WAN out it would kill OPT1 also. Also in my logs the WAN interface could hear the OPT1 interface broadcasting for an address.
To get round this I plugged my OPT1 modem in to a spare NIC this forced my ISP to give it a new IP and eventually I got one with a completely different gateway, and now loadbalance and failover is working perfectly.
I know this may not be directly the same as your problem but may give you some pointers.
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