Originally Posted by riposte

Well, blocking ICMP to servers (anywhere actually) is sadly common and therefore not unexpected, but a really bad idea nonetheless.
It prevents debugging with the default tools (as experienced here). It does not prevent gathering info about your network, as there are tools that work around it (unless you block legitimate access to the game as well). And by blocking the default tools, you push people into using these tools instead. e.g. whenever I can't ping or traceroute someting, I use tcptraceroute next, which you can't reasonably block if you offer a tcp service. It does open a new connection with the game server rather than just getting a response from the OS kernel, however, so it might hurt your performance when (and that's WHEN, not IF) people start routinely using this instead of plain traceroute. ICMP is there for a reason.