By default NSX Load Balancer closes the server TCP connection after each client request. Since NTLM authentication requires multiple HTTP requests in the same TCP session, authentication through NSX Load Balancer is broken.
To work around this, add the following application rule on the VIP load balancing the Web servers using NTLM authentication:
add # NTLM authentication and keep the server connection open between requests no option http-server-close
This application rule keeps the server connection open between requests.