Multi-master config tests all servers even if the first is working

Description of Issue

I have a multi-master configuration where only my first master can actually be reached (other IPs are only reachable in case the master is failing).

Since I upgraded to 2019.2.2, salt is trying to reach every master even if the first worked well, leading to a VERY long execution (waiting) time.

Setup

/etc/salt/minion.d/minion.conf

master:
    - 11.11.11.11 (reachable)
    - 22.22.22.22 (unreachable)
    - 33.33.33.33 (unreachable)

Adding "master_alive_interval: 10" doesn't seem to reduce the waiting time.

Steps to Reproduce Issue

strace salt-call --log-level=info --output-diff state.apply statetest test=True

[...]
write(2, "[INFO    ] Got list of available"..., 106[INFO    ] Got list of available master addresses: [u'11.11.11.11', u'22.22.22.22', u'33.33.33.33']
) = 106
stat("/var/log/salt/minion", {st_mode=S_IFREG|0640, st_size=2538887, ...}) = 0
stat("/etc/localtime", {st_mode=S_IFREG|0644, st_size=2971, ...}) = 0
write(3, "2019-10-25 12:38:52,696 [salt.mi"..., 161) = 161
open("/etc/resolv.conf", O_RDONLY|O_CLOEXEC) = 7
fstat(7, {st_mode=S_IFREG|0644, st_size=100, ...}) = 0
read(7, "## Managed by Salt\n\nsearch xxxxx"..., 512) = 100
read(7, "", 512)                        = 0
close(7)                                = 0
socket(AF_INET, SOCK_STREAM, IPPROTO_IP) = 7
connect(7, {sa_family=AF_INET, sin_port=htons(4506), sin_addr=inet_addr("11.11.11.11")}, 16) = 0
close(7)                                = 0
getpid()                                = 16234
open("/etc/resolv.conf", O_RDONLY|O_CLOEXEC) = 7
fstat(7, {st_mode=S_IFREG|0644, st_size=100, ...}) = 0
read(7, "## Managed by Salt\n\nsearch xxxxx"..., 512) = 100
read(7, "", 512)                        = 0
close(7)                                = 0
socket(AF_INET, SOCK_STREAM, IPPROTO_IP) = 7
connect(7, {sa_family=AF_INET, sin_port=htons(4506), sin_addr=inet_addr("22.22.22.22")}, 16

...LONG WAITING TIME... (why is salt trying to reach 22.22.22.22 whereas 11.11.11.11 as reachable?

) = -1 ETIMEDOUT (Connection timed out)
close(7)                                = 0
getpid()                                = 16234
open("/etc/resolv.conf", O_RDONLY|O_CLOEXEC) = 7
fstat(7, {st_mode=S_IFREG|0644, st_size=100, ...}) = 0
read(7, "## Managed by Salt\n\nsearch xxxxx"..., 512) = 100
read(7, "", 512)                        = 0
close(7)                                = 0
socket(AF_INET, SOCK_STREAM, IPPROTO_IP) = 7
connect(7, {sa_family=AF_INET, sin_port=htons(4506), sin_addr=inet_addr("33.33.33.33")}, 16

...LONG WAITING TIME AGAIN...

) = -1 ETIMEDOUT (Connection timed out)
close(7)                                = 0
getpid()                                = 16234
getpid()                                = 16234
open("/etc/resolv.conf", O_RDONLY|O_CLOEXEC) = 7
fstat(7, {st_mode=S_IFREG|0644, st_size=100, ...}) = 0
read(7, "## Managed by Salt\n\nsearch xxxxx"..., 512) = 100
read(7, "", 512)                        = 0
close(7)                                = 0
socket(AF_INET, SOCK_STREAM, IPPROTO_IP) = 7
connect(7, {sa_family=AF_INET, sin_port=htons(4506), sin_addr=inet_addr("11.11.11.11")}, 16) = 0
close(7)                                = 0
getpid()                                = 16234

**HERE BEGINS THE STATE APPLY**

[...]

Versions Report

salt-call --versions-report (minion)

Salt Version:
           Salt: 2019.2.2
 
Dependency Versions:
           cffi: Not Installed
       cherrypy: Not Installed
       dateutil: 2.5.3
      docker-py: Not Installed
          gitdb: Not Installed
      gitpython: Not Installed
          ioflo: Not Installed
         Jinja2: 2.9.4
        libgit2: Not Installed
        libnacl: Not Installed
       M2Crypto: Not Installed
           Mako: Not Installed
   msgpack-pure: Not Installed
 msgpack-python: 0.4.8
   mysql-python: Not Installed
      pycparser: Not Installed
       pycrypto: 2.6.1
   pycryptodome: Not Installed
         pygit2: Not Installed
         Python: 2.7.13 (default, Sep 26 2018, 18:42:22)
   python-gnupg: Not Installed
         PyYAML: 3.12
          PyZMQ: 16.0.2
           RAET: Not Installed
          smmap: Not Installed
        timelib: Not Installed
        Tornado: 4.4.3
            ZMQ: 4.2.1
 
System Versions:
           dist: debian 9.11 
         locale: UTF-8
        machine: x86_64
        release: 4.15.18-19-pve
         system: Linux
        version: debian 9.11 

Master also is running 2019.2.2.