In a Global Server Load Balancing (GSLB) Active/Active environment, the connection proxy is used as...

According to the Citrix documentation1, when connection proxy is used as the site persistence method, the Subnet IP (SNIP) address of the appliance is used to source the traffic when the connection is proxied. This ensures that the response from the server goes back to the same appliance that proxied the request.

1: Connection Proxy