La raison pour laquelle on voit des block en OUPUT de certains type ICMP dans les scripts iptables :

Scanning for open UDP ports is done with the -sU option. With this scan type, Nmap sends 0-byte UDP packets to each target port on the victim. Receipt of an ICMP Port Unreachable message signifies the port is closed, otherwise it is assumed open.

One major problem with this technique is that, when a firewall blocks outgoing ICMP Port Unreachable messages, the port will appear open. These false-positives are hard to distinguish from real open ports.