Although you may theoretically have selective firewall rules in place on the Mikrotik which permit RDP but not ICMP, it is more likely that it is the default setting of Windows firewall which ignores pings from anywhere but own subnet.
To check that, open a command line window at the Mikrotik (in Winbox and WebFix, use the [Terminal] button), make it as wide as your screen permits, and run /tool sniffer quick ip-protocol=icmp in it. Then start pinging. You should see the ping request at the ingress physical Ethernet interface, the first VLAN interface, the second VLAN interface, and the egress physical Ethernet interface. If this is the case, the firewall on the Mikrotik doesn’t drop it.