I ran across this same problem a couple years ago. The problem was that the NLB appliances did not support FBA (Forms Based Authentication). I was told that without FBA, OWA would not work because, in essence, the http datastream is being split mid-conversation between the two OWA servers.
It’s definitely worth investigating your NLB devices and whether or not they support NLB or OWA indirectly.
Another thing to look at is the implementation of of ISA Server to handle (or at least receive the datastream from) the NLB devices. ISA Server does support NLB and makes a pretty darn good firewall as well.