FortiGate Next Generation Firewall utilizes purpose-built security processors and threat intelligence security services from FortiGuard labs to deliver top-rated protection and high performance, including encrypted traffic.
Article Id 197411
This article explains what preserve client IP means and how it works.

FortiOs v6.2.2

On the below screenshot, there is a virtual sever and two back end real server’s

When a client try to access the Virtual server i.e, the traffic will be forwarded either to or (Round robin algorithm method) .

Enable preserve client IP from the web-based manager or enable the http-ip-header option from the CLI to preserve the IP address of the client in the X-Forwarded-For HTTP header.
This can be useful in an HTTP multiplexing configuration if log messages are required on the real servers to the client’s original IP address.

Via CLI:
#config firewall vip
    edit "Virtual server"
        set id 0
        set uuid b17c7658-0b8e-51ea-37a3-db3c7f04ecab
        set comment ''
        set type server-load-balance
        set extip
        set extintf "port1"
        set arp-reply enable
        set server-type http
        set nat-source-vip disable
        set gratuitous-arp-interval 0
        set http-ip-header enable   
Below is the sniffer output when “Preserve Client IP is enabled”   

Below is the sniffer output when “Preserve Client IP is disabled”