You have some nodes in AWS that you want to load balance.
You want to use the magical scaling properties of ELB.
You want to do some things that ELB doesn't do, like force HTTPS (or add headers, or something else).
Set up an ASG of HAProxy nodes that associates with your ELB.
Include these lines in your haproxy.cfg
acl http req.hdr(X-Forwarded-Proto) http
redirect scheme https if http
Amazon conveniently sets the X-Forwarded-Proto header on incoming requests. See this doc for more info.