Azure Scale Set - CloudGuard - Is source NAT necessary?

[Gusa2727]

Hi, we are thinking on deploying a multiple Gateways in a Scale Set solution in Azure. How is assymetric routing avoided with this solution? I know that some time ago, we had to use source NAT, but we would not like to apply this solution for our network. 

On the other hand, as far I know, in Azure we have not something similar to AWS Gateway Load Balancer which uses geneve to ensure that the replay goes using the same firewall instance.

Fortinet has the FGSP protocol which syncs sessions within all firewall instances in the cluster, so it is not a problem if the traffic goes through one intance, and the replay goes through a different one. Is there something similar for Check Point? Thanks.