The automatic static NAT rule adds the proxy arp during policy install and as long as there are no typos then the expected behaviour is that the gateway/cluster 'takes responsibility' for the static NAT IP address. Meaning that it replies to the ARP WHO HAS with the interface in the relevant subnet.
If you double checked everything, which I am sure you did, and maybe some packet captures to see the behaviours on the network (looking for ARP WHO HAS and ARP IS AT), then it may be a problem with the software (bug).
The fact that it worked with a Gaia level proxy arp seems to point to a software of config error.
Sounds like one for TAC if you have done all the checks.