I can confirm that the same behaviour is exhibited by version 1.2.3.
We have a setup consisting of three Internet ADSL links (WAN, WAN2|OPT1, WAN3|OPT2) used for load-balancing / failover.
Although this setup works fine as far as outgoing connections are concerned, once the WAN interface goes down, we completely lose incoming connectivity to WAN2 and WAN3. You cannot ping WAN2 or WAN3 from the outside, nor connect to any services that may be offered via NAT Port Mapping behind them.
This - as you write - renders failover for incoming connections rather useless...
What I assume happens, is the following: when the WAN interface goes down, the pfSense box loses its default gateway. In this respect it cannot respond to any incoming requests on WAN2 or WAN3. If, however, you set a static route to whatever destination to go via e.g. WAN2 as the gateway, then you have connectivity again...
You can test this:
- WAN/WAN2/WAN3 are up, you can ping all IP addresses from 1.2.3.4 (substitute your IP address)
- WAN goes down -> now neither WAN2 or WAN3 can be PINGed from 1.2.3.4
- create a static route to 1.2.3.4 via WAN2
- now you can ping WAN2 from 1.2.3.4
If the problem is the default gateway of pfSense being lost, I can only assume that perhaps the use of a routing protocol (RIPv2 ?) on pfSense might be used to dynamically change the default gateway to WAN2 or WAN3...
However I have not found any references to this, only some people mentioning to look for discussions regarding the "failover of services on the pfSense itself".
I will post more if I find something, please do the same...

Needless to say that this is a big problem for us as well... we absolutely need failover for incoming traffic as well (not in the sense: one WAN -> many inside servers, but multiple WANs -> one inside server)