As emmap said, you may have some connections get lost during the transition due to the inability to sync between models with a different number of Firewall Worker Instances defined. If you would prefer to avoid this, one old trick I would use is to unset the "Drop out of state TCP packets" checkbox under Global Properties before starting the upgrade, and then reinstall policy to the cluster before starting the upgrade. This will blunt the effect of non-synced connections and allow them to be resurrected into the state table without restarting them. Be sure to "exercise" as many of these connections as possible during your test plan after the first member has been upgraded and you have failed over onto it. Once the upgrade is complete, don't forget to re-check this box and re-install the policy!
Another possibility is setting fwha_allow_different_corexl_instances to 1 on all involved members before starting the upgrade, which will allow state sync to occur between cluster members with different numbers of Firewall Worker Instances. However, I believe this variable is intended for use with Maestro's "mix and match" feature and may not achieve the desired effect in an upgrade scenario. Good luck!
New Book: "Max Power 2026" Coming Soon
Check Point Firewall Performance Optimization