@gertjan
I don't see any traffic from the Amazon Echo when using Wireshark (this is very strange) with one caveat. It was in a failure mode. I fired up Wireshark to start debugging. I first filtered on the source IP address (ip.src == 192.168.1.162). I saw some records from the Amazon Echo that it is using MDNS protocol. A web search led me to these resources:
https://docs.netgate.com/pfsense/en/latest/packages/avahi-package.html
https://www.lawrencesystems.com/pfsense-and-rules-for-iot-devices-with-mdns/
Avahi is a system which facilitates service discovery on a local network. This means that a laptop or computer may be connected into a network and instantly be able to view other people to chat with, find printers to print to or find files being shared.
I installed Avahi and placed the Echo back in the VPN tunnel. Later on in the day, it stopped working again about 12 hours later. The Echo only appears to work consistently when assigned to the WAN iface. This morning, I assigned the Amazon Echo back to the VPN iface and will monitor some more. Based on my last experiment, I expect it to fail sometime within the next 12 hours.