Hey I have that too, but I asked the developer that seems to be normal for servers that don't pass Steam authentication.
The port 16261 is for Direct Connect.
The port 16262 is only for STEAM relay.
If you do not set the check mark in the server browser for "Steam relay" then you use the port 16261 and have no problems.
But if you check "Steam relay" you use the port 16262 and it is not released because something is wrong with the Steam authentication.
So just do not use the "Steam relay" then all goes without problems and you also have no disadvantages.
PS: Ingame Info message is "Server has part 16262 Closed. Performance may be severely affected"