Let's say our router has 2 WAN IP addresses - ether1 with 199.16.1.2 and ether2 with 199.16.2.2, and a single default route pointing to 199.16.1.1 (the router directly connected to our router on ether1).
If a packet comes in on ether1 destined to 199.16.1.2, things are pretty straightforward - the reply from our router goes back out ether1 (using the default gateway route) with a source IP of 199.16.1.2.
If a packet comes in on ether2 destined to 199.16.2.2, the router's reply will go out the default gateway (out ether1), and its source IP address will be 199.16.2.2 (ether2's IP). If you want the reply to go out the same interface it came in on, you need some way to tell it that anything with the source IP address of 199.16.2.2 should go out ether2.
Does that sound right?