Fortigate 7.4.5 not blocking incoming management access attempts

[phar]

Fortigate v7.4.5 build2702 (Mature)

I am trying to block large subnets that are trying to access the management interface of our firewall. Almost just like this page here: https://community.fortinet.com/t5/FortiGate/Technical-Tip-Configuring-FortiGate-Firewall-Policy-to-b...

I've created an address subnet object then created the following firewall policy:

Name: Deny X.0.0.0

Incoming Interface: Any

Outgoing Interface: Any

Source: X.0.0.0-Net

Destination: All

Schedule: always

Service: All

Action: Deny

Log Violation

Enable Policy

Despite this I continue to see connection attempts being made. All of them either end in client-rst or server-rst. What am I missing? Or is there something else i need to do?

[spoojary]

create  local in policy : https://docs.fortinet.com/document/fortigate/7.6.0/administration-guide/363127/local-in-policy

[phar]

Thanks, I will check that out. Why does the firewall policy not block that incoming traffic?