ok, I've found something odd. Apparently you can use 10.64.0.1 as a gateway inside the mullvad tunnel, so I setup a static route for this address:

10.64.0.1 dev mullvad proto static scope link metric 128 

Which I then ping'ed

# ping 10.64.0.1
PING 10.64.0.1 (10.64.0.1) 56(84) bytes of data.
^C
--- 10.64.0.1 ping statistics ---
5 packets transmitted, 0 received, 100% packet loss, time 4111ms

Looking at tcp dump, this time I'm getting responses:

# tcpdump -i mullvad
tcpdump: verbose output suppressed, use -v[v]... for full protocol decode
listening on mullvad, link-type RAW (Raw IP), snapshot length 262144 bytes
15:45:31.453827 IP penygader > 10.64.0.1: ICMP echo request, id 18, seq 1, length 64
15:45:31.481398 IP 10.64.0.1 > penygader: ICMP echo reply, id 18, seq 1, length 64
15:45:32.492560 IP penygader > 10.64.0.1: ICMP echo request, id 18, seq 2, length 64
15:45:32.519818 IP 10.64.0.1 > penygader: ICMP echo reply, id 18, seq 2, length 64
15:45:33.516554 IP penygader > 10.64.0.1: ICMP echo request, id 18, seq 3, length 64
15:45:33.543803 IP 10.64.0.1 > penygader: ICMP echo reply, id 18, seq 3, length 64
15:45:34.540552 IP penygader > 10.64.0.1: ICMP echo request, id 18, seq 4, length 64
15:45:34.567838 IP 10.64.0.1 > penygader: ICMP echo reply, id 18, seq 4, length 64
15:45:35.564545 IP penygader > 10.64.0.1: ICMP echo request, id 18, seq 5, length 64
15:45:35.591841 IP 10.64.0.1 > penygader: ICMP echo reply, id 18, seq 5, length 64