After creating routing domains and adding routing entries, as specified in the guide below, still some proxy traffic is outgoing through the default routing domain interface:
The configuration of routing domains has certain limitations to specific traffic and services, which can only use the default routing table. This limitation applies to the below traffic and services:
Note to add, if traffic comes in on a domain, it must leave on that same domain. Traffic is not supposed to traverse from one routing domain to another (even if default domain), and forwarding hosts only work in the default routing domain.
This is expected behavior of the products, as designed.
Creating Multiple Logical Networks on a Single ProxySG Appliance with Routing Domains Guide: