This is a topic about understanding very well ip tables, which I don't
.
Anyway, an established connection is not the same with an established tcp. What could be happening is, if the client closes the http connection without sending an ack packet (or something like that), so the router considers the connection established because it was there before, but unreplied because it is kept alive only from one side of the connection. This is my guess.
I don't think it is a bug, but rather the nature of how router deals with the connections.
This needs a very thorough analyze of the whole connection from the begin to the end of it, in both sites, client and server from someone who has time and good knowledge of how ip tables works
.