Yes, it will, but there must be something wrong in the subsequent rules as they must also avoid assigning routing-mark to packets arriving via WAN. And indeed, the rules in my example above are wrong in this regard, so I have to edit that post again (they were fine initially, but I forgot to update them when editing the post to include your scenario).
BTW, I currently use a different arrangement of rules:
chain=prerouting connection-state=new action=jump jump-target=mark-connections
chain=prerouting in-interface-list=WAN action=accept
chain=prerouting connection-mark=A action=mark-routing new-routing-mark=A passthrough=no
…
chain=mark-connections …some match conditions… action=mark-connection new-connection-mark=A
This approach removes the need to duplicate the action=mark-routing rules.
Yes, as said above, the mistake is already in my template rules. Just a remark to the wording as others will read this as well - the connections initiated from WAN do not get a routing-mark, their initial packets do.