MWG does not understand ARR, so I don't think this will be possible.
What is it required for? MWG will be able to perform health checks and/or share the load across multiple backend servers. However I am not sure what happens if one of the exchange servers goes down and MWG switches to a different system. It might be that a user needs to login again, ARR might be smart enough the move the session from one node to another node. MWG will not be able to do this.
There is a "load balancing" ruleset available for MWG to use multiple Exchange Servers. We installed this at a customer and it works real fine.
The ruleset does "round-robin", is quite easy and works well.
Do you know what is name of the "load balancing" ruleset?
From library or online library?
Do you have example of working policy with multiply Exchange Servers that you can share with me?
What was your base policy for start play with Reverse Proxy? (That one based on Next Hop Proxy? - https://community.mcafee.com/docs/DOC-5205)
the 2010 Example rule set in the rule set library accepts a "list" of destination servers and performs a round robin. At least in theory. I have tried it against 2 servers and it worked quite well, but this was a lab environment which cannot be compared to a production environment, so additional work will be required. But maybe it helps you to get started.
I think Thorsten is using something else, but he may also shed some light.