Lol how funny. I was also very into modding the PSP growing up. I had a couple of Pandora batteries. The only reason I caught onto it was because my name is also Alex haha hello fellow Alex!

… are you the DaX from the PSP modding scene?!

Oh boy I went down this same rabbit hole awhile ago. Here is a git repository that will explain why this happens and also offers a fix on how to modify your IP tables to ensure that docker respects the UFW.

Docker and UFW