In the documentation there is a statement:
"Proxy load balancing also occurs, as hosts are reassigned to proxies with the fewest assigned hosts."
https://www.zabbix.com/documentation/7.0/en/manual/distributed_monitoring/proxies/ha#host-redistribution

In practice, a new host object is not assigned to the proxy with fewest assigned hosts.
Setting of Proxy HA group:

Current setup:

Create a new host and associate to proxy HA group

It's not assigned to the proxy with smallest amount of hosts

This has been tested with zabbix_server 7.0.30 and zabbix_proxy 7.0.30