I've had a reply to my bug report:
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It is possible this is due to your system not having Java installed. Please confirm you have the required install:
http://www.pingtest.net/help.php#q6Alternatively, if you have a hardware or software firewall blocking UDP traffic over port 5060, this would also cause the test to fail. We will be making a few changes that result in showing packetloss as N/A in instances where this occurs.
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I do have Java installed of course, but all incoming ports are blocked by the router, so that's probably the explanation. I've temporarily opened port 5060 for UDP traffic to test it, but at present I can't access the PingTest site.
It does make me think that those of you who didn't get a 100% packet loss result ought to check your firewall settings to make sure that you don't have other ports open to the world...