It looks as if pings do come via the tunnel as well:
n1uro@gw:~$ sudo tcpdump -i tunl0 -vvvvv|grep ICMP tcpdump: listening on tunl0, link-type RAW (Raw IP), capture size 262144 bytes 18:19:41.105553 IP (tos 0x0, ttl 64, id 63523, offset 0, flags [DF], proto ICMP (1), length 84) portland.n1uro.ampr.org > ampr.org: ICMP echo request, id 23674, seq 1, length 64 18:19:41.107566 IP (tos 0x0, ttl 63, id 63523, offset 0, flags [DF], proto ICMP (1), length 84) portland.n1uro.ampr.org > ampr.org: ICMP echo request, id 23674, seq 1, length 64 18:19:41.210652 IP (tos 0x0, ttl 62, id 0, offset 0, flags [DF], proto ICMP (1), length 84) ampr.org > portland.n1uro.ampr.org: ICMP echo reply, id 23674, seq 1, length 64 18:19:41.212484 IP (tos 0x0, ttl 61, id 0, offset 0, flags [DF], proto ICMP (1), length 84) ampr.org > portland.n1uro.ampr.org: ICMP echo reply, id 23674, seq 1, length 64 18:19:42.219244 IP (tos 0x0, ttl 62, id 0, offset 0, flags [DF], proto ICMP (1), length 84) ampr.org > portland.n1uro.ampr.org: ICMP echo reply, id 23674, seq 2, length 64 18:19:42.221105 IP (tos 0x0, ttl 61, id 0, offset 0, flags [DF], proto ICMP (1), length 84) ampr.org > portland.n1uro.ampr.org: ICMP echo reply, id 23674, seq 2, length 64 18:19:42.534924 IP (tos 0xc0, ttl 64, id 43001, offset 0, flags [none], proto ICMP (1), length 99)