Did you ever get a resolution? I am currently uninstalling the latest Windows updates to see if that fixes it.
So I wanted to come back and let you and anyone else that was having this issue that when I disabled the firewall I could ping the Windows Host machine from the VM Ubuntu Guest but not the other way around. I found the in my NIC properties on the Windows host I had a cFosSpeed option checked. I unchecked it and pings started going through again. Looking into cFosSpeed it looks like it got installed with my MSI motherboard. I uninstalled that software and it everything is working as it should once I added an icmp rule in the firewall.