Correct, but PA will classify the traffic not as "unknown-udp" as an application. It will be a simple traffic drop. As traffic trying access from outside to inside without any session match.
Alrighty, PA should document it somewhere those corner cases, as it becomes difficult for new bees, like me to understand the default PA behavior (or it can be just common sense, that I could be missing :) )
Thank you TraceforLife and Brad for quick responses and explanations.
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