allowing ICMP on your WAN interface?

I had problems when trying PING to the firewall....When I started the firewall,  for a few moments the PING 
worked and then few seconds after it stops to respond. From inside the OpnSense I could PING my Desktop but from 
my Desktop can not PING the Firewall..

My default "Default allow LAN to any rule" was disable because I want to control all the traffic that cames from 
my LAN to my WAN.

So, I had  to create a specific rule to allow ICMP traffic:

Action: Pass
Interface: LAN
Protocol: ICMP
ICMP type: Echo Request
Source: LAN net
Destination: This Firewall
description: Allow Ping

After this ( and this is important ) I need to run "States reset"  ( Firewall->Diagnostics->Stated Reset ) to 
finally get the correct response of the PING to my Desktop.