I don’t follow. Especially when you have virtual hosting, all servers will have to serve all vhosts, so I really don’t see why you’d need individual Host headers based on the hostname of the server, as opposed to a generic health checking hostname or a default domain, that doesn’t require a Host header.
A browser doesn’t know about the different backend server, it will always send the same Host header, backend servers will serve the same content (unless the setup is missconfigured), so I don’t get the point.
However, this is not the first time this comes up and I am sure there are actual, valid use cases for this.
Here is a thread from the mailing list:
https://www.mail-archive.com/haproxy@formilux.org/msg22754.html
There are other - more complex - ways to do this currently, for example with external health check agents or by tracking the servers health in a dedicated backend.
However this is not an easy fix, as Willy explains in the mentioned thread. And it won’t happen on it’s own, somebody needs to do the actual work to develop this (without breaking existing functionality).