Hi,
Yes, reflexive ACLs are not supported on IOS-XE for ISRs and ASRs, the option is to use ZBFW, see the link below:
http://www.cisco.com/c/en/us/td/docs/ios-xml/ios/sec_data_zbf/configuration/xe-16/sec-data-zbf-xe-16-book.html
Hope this helps.
Jose