This article explains ALG function in ScreenOS and JunOS.
ALGs (Application Layer Gateways) are good things. They look deeper into the packet and perform added functionality for expected behaviors.
There will be times when the expected behavior of protocols will not be what is expected by the Security device. In this case, you may not get the same behavior when an ALG is disabled, such as:
It is best to have the ALG enabled for the added functionality and only disable them when necessary
2019-04-02: Added more information to the solution.