A multi-protocol (way more than http) load balancer with health checking just has more state than a web server. Check bug history for apache, and you'll see that modules that deal with state, like mod_security, have had issues with graceful reload in the past.

It's not that surprising to me, especially given that haproxy is 17 years old. Expectations of a load balancer where pretty light when it was invented, so the internals weren't built for hot reload.