I'm assuming you captured on the internal interface of the Check Point facing the initiator of the tracert. Is the initiator on the same subnet/VLAN as the internal interface on which you ran the capture? A few things:
1) Not sure why both source and destination MAC addresses belong to Check Point, do you have more than one firewall? This may indicate the firewall is doing something strange there, do you have the IPS Signature TTL Masking enabled?
2) If the capture is to be believed, the first tracert packet is being sent with a TTL of 127, but it really should be 1, then 2, etc. If you install Wireshark on your Windows 10 box and you see the 127 TTL originating there that is the source of your problem.
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