Wizard connectivity test fails behind a TO firewall

I have one TO with no WiFi cards that I am using as a firewall. Behind it I have 3 TOs with WiFi card that I am configuring as transparent access points. I have the firewall up and running. When I run the wizard to set up the access points step 3 (Connectivity test) displays a big red X and say “It seems that you have no internet connection, maybe your WAN settings are not right”. I wasted a lot of time trying to debug this situation. Ultimately I went ahead, clicked “[Next>” and completed the setup. Connectivity was just fine.

Bottom line: I do not know what the connectivity test is doing but it is not very robust.