Thank you for your comments. The Filtering box engineers and I noticed that the routing option disappeared when selecting the LAN Option. I was hoping there was going to be something I was missing.
Will have to contact Draytek Support and see if there is a console command I can use to stop the NATing on the PBR.

Thanks again for your help with this. It is an interesting one and be good to know why they would NAT on a LAN PBR.