Policy based routing with multiple gateways on same interface not working

[lexl]

I have a pfSense 2.1 behind several Routers/VPN routers. The pfSense has two WAN interfaces and one LAN interface.
Sever routers are connected to WAN1 and one router to WAN2.
Based on destination traffic coming from the LAN should be directed to one of the routers.

WAN1 has a static IP address 10.10.10.48/24
WAN2 has IP 192.168.10.48/24
LAN has 10.20.20.1/24

I have added all the routers in the sytem -> routers -> gateways list
On each WAN interface one of the routers is set as default gateway.

On the Rules -> LAN tab I have created rules for each destination to use one of the defined routers as gateway.

Now the problem is no matter what I do, the traffic always goes through the default gateway defined in the WAN interface.

For test I have created another setup where there is only one gateway per WAN interface and in that setup the routing seems to work fine.

Is there a known problem with multiple gateways on same interface or am I missing something ?

Lex