You posted this in the forum which is about how to use the community.
Hopefully one of the mods can move it to the enterprise firewall forum, as it would be rare for any firewall people to be looking here.
Spotted, rather belatedly, and moved to Firewall Enterprise (Sidewinder) in the Business section.
You're probably going through a stateless service. If it's not that then you have asymettric routing outside the firewall and the return traffic is coming back on a different port from which it left (a different physical NIC port/vlan). In that case troubleshoot the devices outside the firewall. I would call in to Support to troubleshoot this if you're not comfortable taking audits and tcpdumps and examining them yourself.