Because no. 5 only drops packets not from LAN (!LAN), everything from LAN is allowed. Like all other traffic, also ping. So your initial ping was accepted by no. 3, in your later test it’s still not blocked. (In Mikrotiks, the “default policy” i.e. what happens to packets to which no other rule was applied, is accept. To change this, you can add a “drop everything” as the last rule.)
Side note: dropping ICMP is not a great idea. It will effect PMTUD (path maximum transport unit discovery) which is used when MTU is not 1500. The net of that is if VPN tunnels may be slower if they use this link. And you lose a diagnostic tool yourself to know if the router is up.
Anyway, if you did wanted to drop ICMP, you could turn #3 into a action=drop instead, which would then cover the LAN. If you’re goal was blocking ICMP from internet, disabling the ICMP rule is all you need to do — assuming the /interface/list are right for LAN and WAN. Since #5 drop would drop ICMP from !LAN which is “WAN” (or anything not in LAN interface list)
No. You have to add a action=drop at end of each chain if that’s what you want to do.