When it comes to Load testing, Entirely it depends on Sending a Request to Server and Getting the Response. So for recording/creating a script the browser matters, but for test execution where is the dependency on Browser? (different network options to simulate the load is nice)
In NeoLoad -> Design -> browser option - we have different set of browsers available Desktop/Mobile. How it(browser selection) makes difference on Test results?
Any way we have configured "User-Agent" in requests, so can you please clarify the Importance of the Browser selection in Neoload?
As you understood NeoLoad replays the script at protocol level. That means the browser selection usually does not matter.
However, the user agent matters if you would like to hit a mobile application instead of the desktop application but it only makes sense if your application is available for mobile and desktop.
In that case you can use different user agent but again if it's for desktop application changing from one browser to another won't make any differences in your result.