@kayavila OK this is great info, thank you! I read your entire write up you linked to as well but I'm still trying to wrap my brain around it. Think I've got it figured out but wanted to pose an example.
This particular one will be between different VLAN/subnets rather than with WAN as I personally don't ever allow those connections via the WAN.
So in theory if you had VLAN1 and VLAN2 setup, and there was an any-any rule below a block "This Firewall" rule on VLAN1, and some device on VLAN1 tried to contact the LAN interface of VLAN2, due to state syncing this would be let through? Since the first node would see the connection to the VLAN2 IP and see that it's not in it's block list but matches the any-any rule, and then the state would sync to the secondary which wouldn't assess it's rules?
If that is the case, I would imagine not having a rule on the primary node that allows access to any would solve the issue, but since some people do use an any rule for internet access it could pose a problem (though best practice is of course to use an alias for RFC1918 and explicitly allow the inverse of that).