Depending on Linux distribution You run, there might be different default firewall policies. Sometimes You might need to change / disable certain default policies. See respective firewall documentation of Your OS.
In some cases, firewall rules that are being introduced by docker package might interfere with Mysterium Network node rules (such as in Centos7 for example). In that case try changing conflicting rules or disable extended firewall rules by docker altogether. This might be achieved passing
--iptables=false option before starting docker service.