blazor server app has a persistent connection and state data (circuit) stored in the server memory. so events are sent to the same server. load balancing only load balances the initial connection. if load balancing, sticky sessions (cooke identifies the server) are used so in the case of lost connection, the client reconnects to the same server, and the same circuit if it exists.
in the case of reconnect, if the same circuit can not be found, the app is reloaded and all data is lost. you can check for saved state at starup to restore state, if you wrote code to save the state to a persistent store.
a common approach is to store state in the browser's local storage. on init reload storage if any and reset state:
https://gist.github.com/SteveSandersonMS/ba16f6bb6934842d78c89ab5314f4b56