I can't reproduce it
With such configuration all works fine VyOS 1.4-rolling-202204300743:
set load-balancing wan interface-health eth4 failure-count '5' set load-balancing wan interface-health eth4 nexthop 'dhcp' set load-balancing wan interface-health eth4 success-count '1' set load-balancing wan interface-health eth4 test 10 target '192.0.2.40' set load-balancing wan interface-health eth5 failure-count '5' set load-balancing wan interface-health eth5 nexthop 'dhcp' set load-balancing wan interface-health eth5 success-count '1' set load-balancing wan interface-health eth5 test 10 target '192.0.2.50' set load-balancing wan interface-health eth6 failure-count '5' set load-balancing wan interface-health eth6 nexthop 'dhcp' set load-balancing wan interface-health eth6 success-count '1' set load-balancing wan interface-health eth6 test 10 target '192.0.2.60' set load-balancing wan rule 10 failover set load-balancing wan rule 10 inbound-interface 'eth7' set load-balancing wan rule 10 interface eth4 set load-balancing wan rule 10 interface eth5 set load-balancing wan rule 10 interface eth6 set load-balancing wan rule 10 protocol 'all' set load-balancing wan sticky-connections