When the Service Base Filtering Engine is active, ping and Remote Dsktvp do not work
Modify the Windows Firewall rules to allow ICMP and TCP port 3389 inbound.
The Windows Firewall is built on top of the Base Filtering Engine, and as such, depends on it. So when you turn off BFE, Windows Firewall dies as well. When you enable BFE, Windows Firewall works. When Windows Firewall works, it blocks incoming traffic unless you have turned on rules to allow the traffic in.