There are several questions asking the same thing, but they are all 6+ years old so I thought I'd ask again in case something has changed. The AWS EC2 docs here also make it look simple; just add the ICMP rule, which I've done. I've actually added 2 rules, one for Request, one for Response, based on some of the answers to those other questions. Still doesn't work.
Also, I AM able to connect via Remote Desktop to the instance.
After an answer, I have turned off Windows firewall on the instance, for both public and private networks, since it's behind the AWS Security Group as well. Still can not get a ping response.
Is there a delay when a Security Group rule changes? Do you have to restart your instance for these to take effect? Anything like that?