Looks like you are try to do asymmetric routing. This causes issues with stateful devices (firewalls). I would recommend configuring the path to go either directly back to the SSG from the LAN, or, configure the path so the initial traffic flows through the SRX.
For example,
Algosec -- cloud -- SSG-550 -- SRX-100 -- SSG-550M
Return path,
SSG-550M -- SRX-100 -- SSG-550 -- cloud -- Algosec