Round robin LB set, but?

Your described configuration should result in ping getting round-robin results, as you would expect, and that's certainly what I see in my GTM lab with a wideip pointing to a gtm pool with two members in it.

Perhaps when you do the nslookup, are you setting the DNS server to the GTM, but when you use ping, you're using your system DNS cache ? If you're using windows, try disabling the DNS Client service while testing things.

You can also run 'tcpdump -nn -i0.0 udp and port 53' on the GTM to verify that when you use ping, DNS queries really are arriving at your GTM, and not being cached somewhere

You should see something similar to this:

[root@gtm-1151-181:Active:Standalone] config  tcpdump -nn -i0.0 udp and port 53
tcpdump: verbose output suppressed, use -v or -vv for full protocol decode
listening on 0.0, link-type EN10MB (Ethernet), capture size 96 bytes
00:30:24.322351 IP 172.16.219.11.54636 > 172.16.181.1.53:  42072+ A? www.example.com. (33)
00:30:24.322435 IP 172.16.181.1.53 > 172.16.219.11.54636:  42072*- 1/0/0 A 172.16.181.112 (49)