IKE over TCP 500 was originally introduced to permit VPN connectivity through crappy low-end router/firewall devices that did not properly track the state of UDP "connections" and would not allow IKE replies on UDP 500 back through them. Pretty much all of these devices out there these days can track state for UDP sessions now.
If you'd like to use it, first you'll need to turn on support for it under Global Properties...Remote Access...VPN Authentication...Gateways Support IKE over TCP and reinstall policy; you may need to refresh the site for the VPN client as well. However I believe if a Check Point VPN client senses that IKE UDP 500 connectivity is not working correctly, it will try the slightly newer Visitor Mode first which essentially tunnels IKE via TCP 443 which should always be allowed.
You'll need to ensure that Support Visitor Mode is checked on the gateway object under VPN Clients...Remote Access; once again you may need to refresh the VPN site after installing policy to ensure the VPN client knows that this alternative connectivity mode is available. Visitor Mode is probably the better solution here vs. IKE over TCP 500, as port 443 should always be allowed; can't recall exactly which alternative method the VPN client will prefer or if the VPN client can be influenced to use one or the other.
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