VMware vSphere ESXi
The behavior where specific protocols (like RDP) work while ICMP fails is likely due to protocol-level filtering, often caused by guest OS firewall settings, security software, or intermediate security gateways (like NSX or physical firewalls).
This is expected behavior in certain circumstances.
If ICMP response is expected, check the guest OS firewall or any devices in the datapath between the source and destination VM that may be filtering network traffic.