ICMP is used by the server in order to find out the IP of the client. Then they switch to UDP. This method does not work without ICMP. Now, of course you can us

ICMP is used by the server in order to find out the IP of the client. Then they switch to UDP. This method does not work without ICMP. Now, of course you can use outgoing UDP in probe fashion instead of ICMP, but that's again most probably blocked.