WildFly tries to guide subsequent requests to the server that most efficiently handle a given session via affinity hints embedded with the session cookie.
This mechanism used by WildFly is completely supported by (and indeed was designed for) the mod_cluster/mod_proxy and mod_jk httpd load balancing modules.
This mechanism is important since the ideal affinity for a given distributed web session can change as the result of scaling (both up and down).
Unfortunately, HAProxy's sticky session implementation ignores these hints - and is therefore a less efficient load balancer for use with distributed web applications in WildFly.
https://issues.redhat.com/browse/WFLY-16043 aims to make the existing mechanism more flexible, to work with a broader range of load balancers - though, AIUI, HAProxy's stick session implementation will continue to be problematic, as it will always overwrite any explicit routing cookies that WildFly adds to the response.