This is an expected behavior in VMware NSX for vSphere 6.x.
The control VM provides dynamic routing protocol functionality when using a distributed logical router (DLR). To test IP connectivity from the uplink interface to an upstream interface from the control VM, Open Shortest Path First (OSPF) or Border Gateway Protocol (BGP) must be configured, and the control VM's uplink interface IP address becomes the dynamic routing protocol IP address. Static routing does not work in this scenario.