It is not expected on the versions you are using. To help narrow down potential issues, can you let me know the following:
does it happen at all sites?
do you have a proxy? if yes, does it happen without the proxy enabled & does it happen with the "preserve client-side proxy" option on the configuration profile?
if you pull up the Pulse UI, right-click on the connection and "view advanced connection details" (enable automatically refresh), do you see data sent but none coming back?
in the same screen, is your connection ESP or SSL? if it is SSL, does the behavior persist if you enable the option for only SSL? [this would indicate that the required port is not open on a firewall/router; default is UDP 4500].