I'm not familiar with PEWMA, but real load balancers sometimes have this problem. Either because of dynamic weighting that slams the new server which shows zero load, or because the new server needs to do some sort of cache warming, whether that's disk or code or jit or connection establishment or ???, a lot of times early requests are handled slowly.
Most load balancers should have a way to do some sort of slow start for newly added or newly healthy servers. That could be an age factor to weighting, or an age factor on max connections or ???. Some older load balancers are just not great at this, so you develop experienced based rules like 'always use round robin, leastconn will kill your servers with lumpy loads'. All that said, and a repeated theme across my comments in this thread, the more sophisticated your load balancing is, the harder your load balancer needs to work, and the sooner you need to figure out how to load balance your load balancers.
Most load balancers should have a way to do some sort of slow start for newly added or newly healthy servers. That could be an age factor to weighting, or an age factor on max connections or ???. Some older load balancers are just not great at this, so you develop experienced based rules like 'always use round robin, leastconn will kill your servers with lumpy loads'. All that said, and a repeated theme across my comments in this thread, the more sophisticated your load balancing is, the harder your load balancer needs to work, and the sooner you need to figure out how to load balance your load balancers.