I think you may be mistaken. Security Groups are stateful: https://docs.aws.amazon.com/vpc/latest/userguide/VPC_Securit...

As suggested, it's very likely they hit the connection tracking limitation: https://docs.aws.amazon.com/AWSEC2/latest/UserGuide/using-ne...

I've personally witnessed teams hit this specifically for DNS (usually for internal, where you have explicitly permitted src/dst).