Hi Dean,
If the server's default gateway is the BIG-IP's floating self IP address on the VLAN that the server is on, then you shouldn't need SNAT and the requests should work without SNAT enabled. If it only works with SNAT enabled, then the routing config on the server is probably the issue. Does the server have multiple NICs? Maybe the non-SNAT'd connections are being sent out the wrong interface on the server?
A review of the server's routing along with a tcpdump on the BIG-IP and server should help you isolate the issue.
Aaron