Using logon group for type H connections between XI and R3

Hi

We have a ABAP server proxy type connection between XI and R3 box - and we create an RFC destination - of type H on the XI box - to point to R3 . I noticed that there is no message server information that can be provided while defining RFC destination of this type. Is this a limitation on the proxy connection between XI and R3 . The option of pointing to a message server - for load balancing seems to be available in the idoc solution - between XI and R3 .

We are on XI 3.0 SP 18 and ECC 5.0. Please advise if anyone else out there have experienced this limitation or am I missing something here ?