OpenVPN Server cannot ping Client, but Client can ping server

I am having a weird issue. I have installed OpenVPN on a Linux box and an OpenVPN client on a Windows 8 machine. There is no masquerading involved, I just need a connection between the two machines. I am using UDP. On Windows I have set the "unidentified network" as Private and enabled ICMPv4 echo in the firewall. OpenVPN connects normally. From Windows I can ping the OpenVPN server. However, from the OpenVPN server I cannot ping the Windows client: ping times out. I also cannot access any server running on the client.

Any ideas what is happening? Is it possible that a hardware firewall on the client side is blocking incoming UDP traffic over the tunnel? I think if yes then the client wouldn't be able to ping the server either, but it can.

http://ift.tt/1dvHQ0Z