I would recommend opening a case.
The FIN ACK is not a problem, this is Web Gateway gently closing the connection with the LDAP server. We need to find out WHY the Web Gateway is closing the connection.
I would almost guess that the LDAP server may not be responding in a timley manner therefore MWG tears the connection down.
Tcpdumps can contain sensative information, therefore I would recommend opening a case with the capture you described please also include a feedback. Do not post it to here.
Just for info, if someone has the same issue.
We've found the cause.
The problem was, that the Connection Lifetime at the directory server was lower than the value configured at "Connection Live check" at the webgateway. We have decreased the Connection Live check lower the value at the LDAP-Server and now its working.