I found the issue. From the haproxy manual: By default HAProxy operates in a tunnel-like mode with regards to persistent connections: for each connection it processes the first request and forwards everything else (including additional requests) to selected server. Once established, the connection is persisted both on the client and server sides. Use "option http-server-close" to preserve client persistent connections while handling every incoming request individually, dispatching them one after another to servers, in HTTP close mode. Use "option httpclose" to switch both sides to HTTP close mode. "option forceclose" and "option http-pretend-keepalive" help working around servers misbehaving in HTTP close mode.
So: option http-server-close disables persistent connections to the backends, while keeping them for the frontend. This allows haproxy to modify each request to the backend and inject the needed headers. Sorry for the waste of bandwidth :-).
