Hi,
I understadn that you see the PING traffic from SiteA to SiteB (PA) , via HA (SSG). How are you checking the log/traffic in PA.
If I remeber correctly in PA's traffic logs you can see whether you have bidirectional traffic or not, something like C2S and S2C flows. You can also check on the end/target PC, if it's reacieving the ICMP request or not. I don't think it will need harpin NAT.
Thanks,
Vikas