By default, when you configure Routing and Remote Access Service (RRAS) for the VPN server role, only PPTP, L2TP/Internet Protocol security (IPsec), SSTP, and IKEv2 packets are allowed on the Internet interface of the VPN server. Internet Control Message Protocol (ICMP) packets used by the ping command are filtered out.
To enable ping on the VPN server, add an input filter and an output filter that allow ICMP traffic.
Start > Administrative Tools > Routing and Remote Access
Expand the Server, and Expand IPv4
Click on General
Right click on the Public Interface and click Properties
Uncheck the “Enable IP Router Manager” option and click Apply and OK
You should now be able to receive Ping replies from the server.