I have set LDP session running under MPLS test-bed setup in my ubuntu. however, on Ping, able to see ICMP request packets are hitting to Destination interface, but couldn't able to get ICMP Reply. On capturing packets, observed LDP packets (Hello Messages, Keep-Alive Messages, Address Messages, Label Mapping Messages, TCP packets).
Topology - LER1 -- LSR -- LER2
Observed the same behaviour on a ping from LER1--LSR, LSR-LER1/2, LER2-LER1
anyways I figured it out by disabling the 'label local advertise explicit-null' in the configuration file(ldpd.conf), as I got to know it is not supported by Linux. here is the link reason.