ICMP (the protocol ping uses) is a totally separate protocol from TCP and UDP. Blocking ICMP can break of lot of things and offers no real benefits outside of a handful of specific edge cases.
BTW your assumption "a successful ICMP ping = TCP and UDP work" is an extremely common one that I too had before I was taught otherwise.
I did not assume. The comment to which I was responding suggested it was the destination IP that was the problem. Generally (but not always) an IP filter would be applied irrespective of protocol. I also pointed out that the initial SYN and reply SYN/ACK are getting through the hypothesized bogon filter and those are part of TCP. I don't think the bogon filter is a hypothesis that fits the evidence.
AWS doesn't decide or even care about this, customers configure security group rules for their own services. Nothing is allowed by default, so if you want ICMP you would need to allow it, most font bother because it's not that helpful in a cloud environment (can just monitor the TCP port instead and get similar information).
