@Farh
Disabling reply-to on the accessed node - yeah, this could be a reason.
When enabled, replies are directed to the gateway, which is stated in the interface settings.
Disabling reply-to could lead into issues with multi-WAN setup, however.
To avoid this, you can add pass rules to the top of the WAN rule set only for the source of the WAN subnet and disable reply-to in the advanced options.