Because when my link provider block the ICMP between the IP tunnel, the packet loss is increase significantly and back to normal when the ICMP filter is disabled.
ICMP is critical to all protocols on the net. Are they only blocking a few ICMP types, or all of them? EoIP, I believe, uses only GRE. However, if you have PMTU or other needs ICMP is necessary. Ask what ICMP they are blocking, and if they say "all of it" then tell them to go to networking class 101.