It seems that PPTP client tunnel source address is wrong when using more than one default route. (router OS v4.15)
PPTP source address should follow the prefered source address inside default routes.
When the default route change to the failover default route (distance = 10), the source address of PPTP tunnels stay on the one defined inside the prefered source address of main default route (the one with distance = 1).
This is causing routing and filtering problems on next router.
The problem does not exhibit with non tunneled forwarded trafic.