The appliance drops the ICMP ECHO_Requests if you're trying to ping the IP address of an Interface from a host which is behind another Interface (i.e. ping the X5 IP from a host in the X0 Subnet).
NOTE: This applies also to accessing management via HTTP/HTTPS.
By design it is possible to ping/reach and connect only to the IP of the interface that the computer is connected to. If the computer is connected on a different Subnet, the only possible reachable interface IP would be the one closest to the source of the traffic.
The only exception is for the traffic coming from VPN using the option Management via this SA.
I.E. 10.0.0.10 is located behind the X0 and it's trying to ping the X0 IP (10.0.0.1) | This ping will respond.
I.E. 10.0.0.10 is located behind the X0 and it's trying to ping the X5 IP (192.168.168.1) | This ping will not respond.
I.E. 10.0.0.10 is located behind the X0 and it's trying to ping a host in the X5 Subnet (192.168.168.10) | If everything is correctly configured, this will work.
ICMP (Ping) traffic is considered to be a Management service.
EXAMPLE: HTTPS Management.
NOTE: HTTP/HTTPS management service objects are different than HTTP/HTTPS service objects - HTTP/S service objects are applied to regular traffic, where as HTTP/S Management applies only to management access to the SonicWall's Interfaces.
In order to enable hosts from behind different Interfaces to ping Interfaces in different subnets, you need to create an access rule to and from the desired Zones allowing ping and enable the option Enable Management in access rule configuration:
Additionaly, if you need to ping the WAN IP from the LAN or another zone, you need to add a Loopback NAT Policy too. Here is an example to allow any LAN device to ping the X1 WAN IP. NAT Policy configuration is on the left image, Access Rule on the right image: