First of all, thanks for your reply. :)
It is not.
This is the info page on the affected WAN interface:
https://www.dropbox.com/s/j9mjy2iyr0ggdk4/Screenshot%202016-01-27%2010.40.21.png?dl=0
Only thing missing is the name and the checked "Enable Interface" box.
I've been thinking though. Maybe I'm looking at the problem from the wrong end - PFSense can't talk to the router behind the interface, sure, but maybe it's just that the router there doesn't answer. Which would be weird since that one does not have a firewall (or really any other capabilities) enabled, but it's definitely something I will have to look into.