I ran into the same issue on GNS3 I think the actual reason your pings will not work is due to the source of the icmp packet. By default the packet will send from the ip on the physical interface going out to the ISP (whereas the remote router you ping only knows the bgp advertised subnet, not the subnet of the WAN link) So you can add a static route to the respective subnets if you want, but a more secure option would be to specify the source of of the ping as the interface the remote router knows via BGP. This is what I did with no extra static routes added. I realise this post is v old by now, just adding this for anyone who stumbles across it in future.
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