We found the error, and fixed it.
It's weird, but we'd better not even touch it, hahaha.
It turns out, we touched the configuration of the
"VPN TUNNEL SHARING"
Select the option: "One VPN Tunnel per each pair of hosts" .... Once this option was selected, it started to work.
Checkpoint really surprises me 🤣😲
We were seeing the traffic coming out of the encrypted firewall, and everything was fine for us, but the Cisco ASA was not seeing the traffic coming to their equipment, and we had to move to that option, once we did that, it started to work normally.
I really don't understand why, but at least it is working. 🙃