I think I ran into this when we upgraded from 5.0 to 5.2. Is the WAN interface already existing, passing traffic, and have policies attached? If so it's not available for WAN load balancing - has to be fresh config. What you'll need to do is remove all references to the interface, configure the LB, and then reset your routes and policies.
If I'm missing something and someone knows a way around this, please let me know.
