First off, both captures are incomplete and only showing traffic in one direction. How did you take these captures?
For the not-working capture: the only difference for SYN is that the initiating system is not requesting the TCP timestamp option and also asking for a slightly smaller TCP scale factor & window, neither of which should cause this packet to be dropped by the firewall.
Until I can see communication in both directions it is tough to say what is wrong, as I can't even see if the SYN-ACK is returning to the firewall at all in the not-working capture. Try running "fw ctl zdebug drop" on the gateway, then try to make the application fail, this command will show you if anything in the Check Point code dropped either the SYN or the SYN-ACK for the not-working capture scenario.
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