Hi,
please show us your gateway groups (screenshot), your firewall rules on the LAN interfaces.
Are you sure, that the firewall rule with "WANS" as Gateway gets hit ? Firewall rules are acting from top to down.
Further, if bothe gateways are Tier 1 and one gateway goes down, then there is automatically a failover. If bothe are up, it is loadbalancing.
If you are using squid on this box, then loadbalancing doesn't work "out of the box". You need to do some tricks.