Hi,
it's a it's normal behavior. Exchange 2016 does not require session affinity at the load balancing layer.
That's the reason why F5 dont' set IT on it's IAPPs (same thing for Sharepoint). Session is manage directly by backend exchange.
The HTTP protocol standard introduced with Exchange 2013 means that session affinity is no longer required in Exchange 2016. Session affinity allows a persistent connection for messaging-enabled services so that a user doesn't have to reenter their user name and password multiple times.
https://docs.microsoft.com/en-us/exchange/architecture/client-access/load-balancing
https://blogs.technet.microsoft.com/exchange/2015/10/08/load-balancing-in-exchange-2016/
Keep me update
Regards,