This is expected behavior due to the MAC behavior of the DLR.
Because the DLR must switch between a vMAC (which only used inside an ESXi Host) and a pMAC (which is an external pnic on an ESXI Host), pings destined for the an internal LIF on the DLR may fail.
Pinging the LIF of the DLR from outside the NSX network is not a valid test for workload connectivity or network integrity.