@rhbirkelund its to cover a link failure between the MX and switch (or indeed a failure of SWX1 itself). If you lose the link from the Primary MX to SWX1 (or SWX1 itself) then both the MX devices will go active, both will try and build tunnels to the hub (and so advertise themselves as the path to their subnets), and if you are running a VIP on the WAN both MXs will claim the VIP. All of this can cause issues of different magnitudes depending on your design. This occurs because the heartbeats between the MXs stop (due to the link or switch failure), but the MXs are still both alive and so believe the other MX is dead. Having both the links from each MX to both switches adds a layer of protection you wouldn't get otherwise. It would be great to hear that if there are no active links on the LAN side then a MX won't go 'active', it will assume a standby role, but so far as I'm aware this isn't the case.
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