Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
I see you are using Azure Firewall for inspecting traffic from VMs.
Can you please provide more details on your environment?
- Are you ICMP pinging a Public IP in Internet
- Or Pinging another VM in the VNET from a VM in the same VNET via Azure Firewall?
- Are you sure the destination is capable of responding to a ICMP Ping?
- If you remove the Firewall from the routing, can you get a PING response back?
- You can do this by adding a more specific route in the UDR such that the traffic directly goes to the destination.
Cheers,
Kapil