Hi @psyberjocker.
I use this feature a lot and it works perfectly for me. I explain how I make it work.
1st, create objects the necessary ports in order to create the rule more easily. wiki.ipfire.org - Services
2nd, Create an object that groups together all the objects (ports) previously created .wiki.ipfire.org - Service Groups
3rd, Create the Host object of the computer where the game is installed. wiki.ipfire.org - Hosts
4th, With all the ingredients, create the firewall rule.
With the way of creating this rule, apart from working correctly (it should) is much more understandable.
Tell us the results.
Regards and happy new year!!!.