Hello Greg,
I believe you have the assertion understanding correct, and it should be able to do what you need it to do, directly how you have described.
I'm not sure what was configured correctly/incorrectly, but let me show you an example I set up in a lab environment routing from one Gateway to a group of two Gateways in a cluster.
GW1 IP: 192.168.112.129
GW2 IP: 192.168.112.131
Initial request to: https://gw91.ca.com:8443/test2
Service simply routes to /return on either node in the existing cluster using the routing connection properties for failover:

**Note I have added some bogus hostname on the route itself that would be unreachable if we did not specify IP addresses.
You can see here I have added my two Gateway node IPs and selected Round-Robin failover strategy so that we can see the service going to both IP addresses even though the hostname provided in the route itself is unreachable.
Ex:


You can see here every call will follow the failover strategy and go to each different node.
So in theory you should be able to do what you want. Feel free to post what you have attempted and we could assist you in a resolution.