Hi Bruno,
In load balancing mode the router balance the traffic between the two interfaces in a weighted round robin fashion.
So the Protocol binding gives the posibility for a specific trafic to be redirected always to one of the WAN ports.
For example the voice trafic, where the SIP proxy expect to receive messages for a specific WAN IP
If your trafic needs to go out always from one WAN port you need to use the "Smart Link Backup" option. Thus the trafic will pass from the second WAN only when the first is down or you can use loadbalancing and configure protocol binding
But:
If the case is one and the same session not to pass from one WAN to another, you need to use, in Load Balancing mode, the option "Generate the error condition in the System log". (Dual WAN > Network Service Detection).
thanks
Mehdi