DMZ Host would only work if lets say you had a device with a specified IP that you wanted to ignore your firewall (An Xbox One, A computer with an already secure in-house firewall, etc)
It IS odd that there is a hardware Firewall implied here, and yet no way of putting settings for them.
If there was a way to make Hamachi an exception in this implied firewall, we might be able to get somehwere on this.