It does work, but with the modern day Firewall, it places all ports into a stealth mode to attempt scanning attacks from finding open ports in the clear. Regardless if the port is open or closes, they will always be cloaked in stealth mode. If the Gateway is not expecting traffic on a particular port (Inbound or Outbound), it will only let through if it is allowed through rules or default behavior like Port 80 and 443.