It doesn't need to be blocked, if for example your INPUT/FORWARD/OUTPUT policy is drop by default.
You can easily check by adding following statement to your iptables to the router. I assume you have a PC within a local network
iptables -I FORWARD -s your.int.IP -p tcp --dport 3306 -j ACCEPT
and make sure your output policy also allows it
iptables -I OUTPUT -p tcp --dport 3306 -j ACCEPT
I presume you have access to outside world. If you are connecting from the same computer just use the latter statement, and try. If your INPUT policy is blocking you can additionally add following statement (only if connecting from same PC as firewall)
iptables -I INPUT -p tcp --sport 3306 -j ACCEPT
test is out