Inbound vs. Outbound policies

In my experience with other firewalls, it seems that you do not need to explicitly create an inbound (Ext->Int) policy that matches an outbound (Int->Ext) policy. But it seems that for the fortigate (FG), this is the case. The reasoning is that the if an internal host can create an outbound connection on a particular port, then it should be implied that it be able to receive on the same port. This seems to work for the most part on FGs. For example, I have an outbound policy for HTTP. So, my users can browse websites with no problems. There' s no inbound policy though. Also, NAT is being used. However, some ports/services will not work this way. Specifically, I have users that want to play yahoo games - so, I thought I would indulge them. I have opened up the outbound port. However the FG is not letting in the packets. I do not want to have a policy that opens up inbound connection on the same port, as my inderstanding is that allows someone on the outside to initiate a connection on this port and possibly connect to any host on the inside that' s referenced in the policy!. On my previous firewall, I did not have to do that. Any ideas?