Macs with Filesharing Turned on Appearing on Networks Through the WAN Port

I am trying to find out why it is that Macs that have filesharing turned on are appearing on people's network even when they are not on the same LAN.
We run a small ISP in our town and have about 180 client sites that we service. I had a call from a client panicking because he could suddenly see unknown devices showing up in the Finder under Shared Devices. He could even see someone else's iTunes Library available for sharing, etc. This of course makes no sense, because although obviously all clients are technically on the same physical network, each client site has its own router, and is therefore behind a router.
(And please do not comment about people getting onto his Wi-Fi, or else the bug in the Mac OS that sometimes does not release devices from the shared devices section even after they are gone from the network. This is NOT any of these situations. Please read on...).
Initially I was convinced that he has opened up some port that he should not have. To test this I went to this client site, reset the router to clear any unwanted programming and plugged in my Mac directly into the WAN port of his router. And sure enough I appeared on his network. If I turned filesharing off, then I would disappear (which makes sense), but point is that with filesharing turned on, I seemed to be going through the router's firewall. Also interestingly enough, this penetration only seemed to be in one direction. That is WAN -> LAN, but not LAN -> WAN (I could not ever see any of HIS machines). Also, while I would appear on his network, I was not accessible by him. He could not actually connect to me.
Is this happening because of Bonjour? If so, can I block Bonjour by closing some ports or protocols? But I also do not want to do that if it will cause any other applications from getting through that should be getting through (although I do not understand why Bonjour should be broadcasting through a firewall anyway).
Thank you in advance for any comments.

The best test I can suggest is to access when the Security Gateway is up and you are on the same LAN network as the ADT setup. If that works, unless the feeds are routed through some ADT server, the WAN side can be tested next. The ADT Gateway will not have a public IP for you to access. Do you have a link to a manual, or a the ADT model number of the gateway, so I can take a look at the setup guide?
The normal setup is
ISP <-> WAN IP <LAN Router/Gateway/Modem> <-> AEBS <Ethernet> ADT Gateway (LAN IP).
LAN IPs are typically hidden from the world and are private IPs like 192.168.1.x ro 192.168.0.x or 10.x.x.x or 172.16.x.x.

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