While ICMP echo requests (ping) being successful suggests that network connectivity is established and that the VM is reachable over the network, it does not necessarily mean that all types of traffic are allowed through the firewall.
Firewalls can be configured to allow or block specific types of traffic based on predefined rules. For example, ICMP echo requests (ping) may be allowed through the firewall while other types of traffic, such as RDP (Remote Desktop Protocol), may be blocked.
In this scenario, even though ICMP echo requests are successful, the RDP connection is being refused, indicating that the firewall may be blocking RDP traffic.