Firewall rule behavior varies with different Security Groups.

Table 1. Firewall Rule Behavior with RDSH and Non-RDSH Sections
Enable User Identity Security Group (RDSH Section) Identity Security Group (RDSH Section) Any Security Group (Non-RDSH Section)
Source - SID based rules are preemptively pushed to hypervisor. Rule enforcement is on the first packet. Source - IP based rules Source - IP based rules
Destination - IP based rules Destination - IP based rules Destination - IP based rules
Applied To with Identity based Security Group - Applied to all hosts User based Applied To
Applied To with Non-Identity based Security Group - User based Applied to User based Applied to