I just ran into this too @abhchand. Very confusing, and it broke some of my functions in some interesting ways.
According to Is the "Client-IP" header going to be supported long term? you shouldn’t use this header anyway though. Instead, there’s a X-Nf-Client-Connection-Ip header that’s officially supported and which does appear to work correctly right now and show the real client IP. If you just switch to that then everything should work.