When a router’s next hop gateway is in the same subnet as the previous hop, it’ll send an ICMPWikipedia: The Internet Control Message Protocol (ICMP) is a supporting protocol in the Internet protocol suite. It is used by network devices, including routers, to send error messages and operational informati... redirect to the previous router in order to cut itself out of the routing. In some setups, this may not be desirable.
To disable this on pfSense, go to System->Advanced and change to the System Tunables tab. Edit net.inet.ip.redirect and/or net.inet6.ip6.redirect to change their values to 0 (zero).