I don't know what type of load-balancers do you have... but I don't think that it would prevent the use of keep-alive connections.
The load balancer will handle each incoming connection to one of the backend servers. Now for each object the browser needs to make a new connection just to fetch that object (for example all small images). Establishing and closing TCP connections takes some time. This is why the Google Page Speed suggests to have keep-alive turned on. Another option is put all your small images into one big image and use css sprites to display part of it on different places on your page.
But back to the load balancer. If you have network load balancer, it should work without any questions - it will just redirect incoming TCP connection to one of the backend servers. If you have HTTP load-balancer, it will accept the connection, read the request, send the request to backend server, wait for it to answer and send the answer back to the browser. If you enable keep-alive, the load balancer should forward the next request it receives over the same connection.
For dynamic pages you don't need keep-alive. Keep-alive is mainly useful for static content (js, images, css) as for each one html page you have usually more than 10 static objects. So I would suggest to continue serving html trough that load-balancer and serve static content over different hostname (static.example.com).