SEP 12RU3 firewall - blocking access to VM's

I am running a hostbased server (2008)(Hyper-V) that has 2 VM's - identical except for IP address. I applied a single firewall policy to all 3 servers(Host + 2 VM's), installed Sep12RU3 and are updated and get the policy from the SEPM. I am then able to connect via RDP to all 3 servers on the LAN, but when I try connecting to the servers via a VPN access, I can only access one of the VM's . Why cant I connect to the Host and the other VM as the firewall policy is the same?