Really? How does something like a video conference on Skype or FaceTime work then?
Oversimplifying somewhat, but:
A firewall in a home router typically will allow all outbound traffic but block any inbound which isn’t a reply to a previous outbound request.
Skype is always connected to a remote ‘server,’ so when a call is attempted both ends are already waiting for a response and thus the firewalls allow the reply which makes the initial connection.
The two ends then try to talk to each other directly using the port number the other end is transmitting on. The initial attempt will be blocked by the remote firewalls but then the inbound traffic is seen as a reply to the (blocked) request and is allowed through.
It’s called “UDP hole punching” if you really care to read more about it. It’s rather ingenious.