I would say that the IP should change from the server IP to the HA IP during the failover, so is this not happening?
I think I have the same issue in 2020.2.6 HF3 and also in HF4 that you are describing.
On failover of the APE the IP Address remains as the original Active server and polling engine shows as Down until we fail back at which point polling engine shows as Up.
Open case with Tech Support actively investigating. I would suggest if you still have this problem you raise a support case.
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