We just ran a test of ELB both with health check and with manually removing an instance from the ELB, and all existing connections were dropped rudely almost immediately (within about a second).
Resposta da Amazon:
We are aware of the pain that this behavior can cause our customers, and feedback like this helps us better understand the real impact and importance of the issue. Please keep it coming.
Não conte com uma solução rápida, esse ainda é o caso dois anos depois.