As far as our test shows we cannot get traffic through the vMX directly to the internet - is it something you have experience with?

My goal was to clarify wether or not it could do the same firewalling as a MX or not - which I think it cannot? 

Thanks - we were recommended a vMX-setup that should offer the same firewall-capabilities as the MX - configurable in- and out-going firewalling, which it does not do if I am not mistaken? 