Link Health Monitor and BGP

Fortigate 300D

Firmware 5.2.3

WAN1 = ISP 1 (primary)  with BGP route distance 20

WAN2 = ISP 2 (backup) with static route distance 30

Link Health monitor does not seems to remove the BGP default route and therefore not failing over to ISP 2.

I tried it the other way around and then it works, as soon as destination stops pinging all routes for WAN2 gets removed.

Does this simply not work with BGP or am I not doing this right.

p.s Suggestions for workaround appreciated.