Yep, rarely will a product accurately notify you why you can't remotely access it.

It could be many things. On some of my systems with the Symantec VPN installed I can't remotely connect unless the driver is disabled. It just tells me the "Network path can not be found"

Most firewalls are designed to not respond either on purpose so that the querying system won't send new or varied queries trying to find something open which is the right thing for them to do.