@overcon
The web server will send responses to the default gateway. So if the USG is set as default gateway response packets will not be returned to pfSense and you will have an asymmetric routing issue which breaks TCP connections.
You can either set pfSense as default gateway on the web server and some other devices you want to use it, or you have to do SNAT on packets going to theme, so that pfSense traslates the source IP into its own LAN IP (masquerading). However, consequently you're not able to determine the real source IPs of accesses on these devices, which may be desireable though on web servers and alike.