I would think that a network that even has a physical path capable of bypassing a firewall would be considered broken by design... Or at least insecure.
That said, a proper firewall implementation would only allow traffic back to a source port that is in the routing table as having an established connection. But that’s a stateful firewall (vs. stateless) and comes with its own set of complexities.
You can configure a router to not use a path, even though that path physically exists.