By default, OpenWrt will answer pings on the wan interface. This is enabled by this rule:
config rule
option name 'Allow-Ping'
option src 'wan'
option proto 'icmp'
option icmp_type 'echo-request'
option family 'ipv4'
option target 'ACCEPT'
In the firewall config file, option src is a firewall zone name, not an interface name. When you create new interfaces you need to either include them in an existing zone or create a new zone for them. The default configuration includes an interface named wan and a zone named wan but these are not the same thing.
It is also possible that the "upstream router" is blocking these pings.
Without looking at the whole network and firewall files, I can presume that you created a new wan_0 interface and a wan_0 firewall zone for that, but didn't allow pings.
The scenario which you describe works out of the box.