GRE packets are being blocked or incorrectly NATed
Most commonly it is a NAT issue
The UTM device does PPTP NAT correctly if used to pass through PPTP
I know it is a NAT issue with the client device end.
I remember there being some iptables command we
could enter on the SG device to get it past this
LCP timeout issue.
This was back in the days when the product was
owned by Snapgear or Secure Computing.
Back in the very early days there was an issue on the Snapgear, and you may be referring to this.
this problem has not occured in the last 8 years or so.
Since then the issues refers to incorrect NAT.
see knowledge base article KB62307 for the details on the NAT issue