This problem seems to happen with many ISPs. My best guess that the appliances they are using don't implement this properly by default. My PPPoE endpoint is a Cisco device.
Do you have a link? That sounds like a viable workaround but is not allowed as per RFC4861.
My ISP is regional (Teledata). They were pretty helpful with my last problem (which was caused by their NAT) (DNS responds on wrong ports). I hope to hear back from them soon.