Edge Gateway currently cannot do SSL termination. So your LB is just doing passthrough and therefore X-Forwarded-For header cannot be added. This will be possible with NSX Edges when they will fully integrate with vCloud Director. New Networking Services Open Door to the Hybrid Cloud | VMware vCloud Blog - VMware Blogs
I have described here how NSX Edge deployed outside of vCloud Director can be utilized for load balancing VCD Cells with the X-Forwarded-For option: https://fojta.wordpress.com/2014/07/08/load-balancing-vcloud-director-cells-with-nsx-edge-gateway/
Tomas