I think the takeaway from the responses above, to re-iterate, is that the Gateway will not do what you've described by default. So if it's a behaviour you are still seeing, then it has to be either one of two things: 1) The Gateway had firewall rules added to it and in which case you'll need to remove them, or 2) the pings are being dropped prior to it ever reaching the Gateway, in which case you'll need your network team involved to resolve.