ICMP fails when using a transparent proxy on macOS version 11 "Big Sur". When a Mac computer uses Website Security Service (WSS) or the Web and Cloud Access feature from SEP 14.3 RU6, pings fail with the following message:
ping: sendto: Protocol wrong type for socket
The failure will still occur when the transparent proxy provider is inactive but still loaded.
This is a defect in the Apple macOS versions prior to 12.3.
14.3.RU6 support begins with macOS version 13 (Ventura).
WSS recommends using the latest macOS version https://knowledge.broadcom.com/external/article/152316/macos-and-osx-compatibility-for-endpoint.html
Broadcom advises macOS to be kept at the most recent version.