This is a fairly standard issue that will occur when you are managing pre-R80 gateways with R80.
To work around this, you have to construct your policy in the manner that pre-R80 versions support.
Your policy package has to have two layers:
- Firewall only (first one)
- App Control / URL Filtering (second one)
Here's a screenshot that shows what the first layer should be like:
The second layer will have both Firewall and Applications & URL Filtering checked.
Your App Control rules will go in the second layer and will only be reached if the Firewall layer matches the connection with an Accept.
More details on the subject here: Application Control and URL Filtering Pre-R80 Security Gateways with R80 Security Management