@johnpoz Many thanks for the reply.
I am pinging from the web interface of the pfSense itself so I expect the packet to be generated for the WAN interface directly, although I have also tried from a PC on the LAN interface, I wanted to simplify the issue as much as possible.
As mentioned, this is a fresh install with as little as possible changed to demonstrate the problem. No WAN firewall rules, no NAT rules, only the default LAN firewall rules that are not policy routed as I did not change any of their configuration options.
I will attach some screenshots with my routed network hidden although I guarantee it is not the same or overlapping with the WAN or LAN subnets.
The Ping: pfsense_ping.png
The ARP table: pfsense_arp.png
The route table: pfsense_routes.png
The captured ping packet going to the default route MAC address rather than the OtherGW MAC address: pfsense_wireshark.png