It's ok to keep it disabled. In the average case you don't access the GUI from the WAN and this is only an issue if you are locally attached. As soon as you pass the next hop over the router this problem doesn't exist anymore. The firewall wants to try to reply to the router, not the client in that scenario. This is required for multi-WAN to run smoothly so it is enabled by default.
You can also disable reply-to per firewall rule and leave the setting at the default.