iptables have both "accept all anywhere anywhere" and "drop all anywhere anywhere" rules
Solution 1:
@Michael Hampton suggested that I should run
iptables -v -L
And there I discovered those two rules are actually:
25M 1524M ACCEPT all -- lo any anywhere anywhere
858K 106M DROP all -- any any anywhere anywhere
Which actually means that the first rule accept anything on localhost and it is defined by the rule from my config:
iptables -A INPUT -i lo -j ACCEPT
Thank you very much, Michael Hampton!