it’s responding, but it’s using the default gateway to send the replies… so if it comes in WAN2 or WAN3 its replies are going out WAN1 I am guessing. With tcp and udp you can mangle and packet mark, however with ICMP i have never reliably gotten that to work right.
you have to mark connections (where they come in and then using connection-mark mark those connections back to interfaces they originated and set up default routes accordingly