Arch Linux (5.4.6-arch3-1) と Ubuntu 19.04 で確認しました。
/etc/ufw/before.rules の COMMIT の前に次のように加えます。
/etc/ufw/before.rules
(省略)
# allow outbound icmp
-A ufw-before-output -p icmp -m state --state NEW,ESTABLISHED,RELATED -j ACCEPT
-A ufw-before-output -p icmp -m state --state ESTABLISHED,RELATED -j ACCEPT
#
#
# don't delete the 'COMMIT' line or these rules won't be processed
COMMIT
変更後
sudo ufw reload
sudo ufw enable