Hi, I recreated the scene in virtual machines and got the same result, but reading this document (http://doc.pfsense.org/index.php/Reset_States) understand that: when a new rule is applied, the state of the firewall is not automatically cleared to not harm any important connection at that time.
Doing some more testing I realized that with the HTTP connections do not need to reset the states, I can delete one by one under Diagnostics -> States, but not the same thing happens if I'm running a ping in a terminal of a machine.
Thanks by now. ;D