NSX Load Balancer and NTLM authentication require the server connection to be kept alive.
By default, NSX Load Balancer closes the server TCP connection after each client request, however, Windows NT LAN Manager (NTLM) authentication requires the same connection for the lifetime of the authenticated request, connections are kept alive for the duration of the requests.
To keep the server connection open between requests, add the following application rule on the Virtual IP load balancing the Web servers using NTLM authentication:
add # NTLM authentication and keep the server connection open between requests no option http-server-close