Hotbrick claims this was left open in case you need your device to attain it's WAN IP via DHCP. You'll notice if you do a UDP scan here: »scan.sygate.com/preudpscan.html that not only is that port open, but the remaining UDP ports are only "closed", not "stealthed" like the TCP ports are. This could be bad depending on how well their software is written.
Why did they do this? Their tech, Italo says it was done that way to save money. I'm scared.