Need help understanding multiple gateways

dayosakin

I have the following gateway setup in pfsense where the WAN_PPPOE connection is set as the default, and I also added a PIA VPN gateway which will only be used when visiting specific websites:
alt text

In order to have the setup work, I have the following firewall rules (only showing the LAN10 interface):

LAN10 Rules

Rule 1: Allow LAN10 traffic to other Local interfaces
Rule 2: Allow LAN10 traffic except that meant for VPN to reach the internet via the WAN gateway
Rule 3: Route the VPN-only websites through the VPN Interface.

Looking at Rule 2 in the screenshot, what is confusing me is that if I don't specifically select the WAN_PPPOE gateway in advanced options and leave it as default, all the traffic goes through the VPN even though WAN_PPPOE the default Gateway.

Is this the expected behaviour? How do I properly set a default gateway to be used when no gateway is selected?