So, I got my Site to Site VPN up and running, everything shows as connected and all looks good. However, My Azure Virtual Machines cannot ping back to my On-premises server unless the On-Premises server initiates a connection to the Azure Virtual Machines (i.e. ping, etc.). After pining from On-Prem to Azure, the Azure machines will be able to talk communicate back, but then if there is no activity, the connection stops, and my Azure VM's are no longer able to initiate a connection back to On-Premises again. Is this a known issue, or am I missing something? I'd rather not have to create a script on my On-Premises server to ping all my azure VM's.
My On-Premises VPN is CheckPoint, if that helps...