Fortigate TCP connection

Hi,

I have question on how the TCP connection work on Fortigate.

The outbound traffic is allowed all.

When I telnet to external IP with any port from an internal host behind the Fortigate, the result will show connected even the external IP's port is not opened.

Just want to clarify is the Fortigate established the TCP connection between Fortigate itself and the internal host?

Any KB support this?