[lxgr]

Yes, but I don't believe all firewalls support that, especially for TCP, and as you've mentioned, now you also need to maintain a handshaking mechanism.

The complexity makes sense if you need to transport a lot of data peer-to-peer or the lowest possible latency, but if you don't, you might as well use that coordination server (which outbound-only clients are connecting to) for payload communication as well.

[direwolf20]

Firewalls don't track connections as carefully as you might think. They don't delete the mapping when an RST is received, so you can keep using it and receive a SYN in the other direction and now you have a connection.