@cmb:
State killing is overzealous when a WAN is down it appears. Under System>Advanced, Misc, check the box under Gateway Monitoring to not kill states. Does that make it stop?
Thanks for this advice. It sounds like I was having the same (or similar) issue that kronso mentioned (two gateways in a 'balanced' gateway group), where connections were being dropped even if they were going through the WAN that stayed up.
Now running "2.0-RC2 (amd64) built on Fri May 27 14:15:10 EDT 2011", but the issue was happening even with that version, right up until that setting was changed.
Maybe a note mentioning something about this setting could be placed on the Gateway Groups page?