Istio Statefulness and how traffic flows in Istio

Hi all. Greenhorn here.

I have a simple question regarding how traffic flows in Istio in Azure Cloud. In my case the ingress traffic travels from the Client (original source public IP) to the Loadbalancer (public IP), it reaches the Pod, but it does not return to the Loadbalancer. It seems that instead that the egress traffic wants to get back directly to the Client IP via the “normal” route defined in the Azure Virtual Network.

I am guessing that the Proxy Envoy is not stateful to allow the traffic to travel back via the same route. Should I add an egressrule to point back to the Loadbalancer IP?

Thanks for your suggestions!