If it is loose_route() that I need to correlate subsequent in-dialog requests, why? As you said, if no RR cookies are being used, why should the proxy care about the Route: header?
I don't know how to put it better in other words :( The proxy doesn't care about the Route header. The proxy uses the record routing mechanism as a hook into the dialog internals and the matching is done inside the dialog module. After that, the dialog module will chose the matching mechanism.
Regards, Ovidiu Sas