I don't think this is possible.
However, I'm sure you can kludge something?
For example, how about instead of
http://www.mysite.com/webpage.cfm?cfserver=ServerB
you could use a URL like this...
http://www-B.mysite.com/webpage.cfm
I know it would be alot of extra work, but I think it would
work?
So the idea is this:
1) don't touch how you have things configured now
2) on ServerB, create another IIS site that points to your
existing directories
and also your host header for this IIS site is "www-B"
3) on ServerB, create another instance of CFMX
4) point your new IIS site to the new instance of CFMX
.. something like that.
Good luck!