Coming to the next CUs for Exchange 2013 and Exchange 2016 there are some changes to how the Exchange Management Shell (EMS) connects to Exchange. In previous versions, we have seen that customers who were reliant on a load balanced solutions for third party apps and scripts may get routed to a non-Exchange 2016 server. This would lead customers to some broken administrative experiences based on the reliance of Exchange 2016 cmdlets and features. Today we will dive deeper into these changes to help the Exchange Administrator understand how these changes will affect their Exchange Organization.
In Exchange 2010 we used session affinity to provide a long-standing association between a particular client and a particular Client Access Server. With Exchange 2013 and continuing on into Exchange 2016 we have removed the requirement for session affinity. Also with the release of Exchange 2016 we added an ability to proxy between Exchange 2013 and Exchange 2016. This allowed us to have an Exchange 2013 server public facing and proxy traffic back to an Exchange 2016 server. So in order to ensure that when a connection to the Exchange Management Shell (EMS) always goes to an Exchange 2016 server we have introduced mailbox anchoring into Exchange 2013 CU11 and Exchange 2016 CU1.
Read more at source: http://blogs.technet.com/b/exchange/archive/2015/12/15/exchange-management-shell-and-mailbox-anchoring.aspx