I ran a quick test wit two machines I had on hand (both with R2014b). One was Windows 7 and one was Windows 8.1. I created an echo server with MATLAB on the Windows 7 machine via echoudp and then tried to write it read from it using MATLAB on the Windows 8.1 machine. (I pretty much followed the example in the udp documentation, but instead of using the localhost, I used the Windows 7 machine).
This seemed to work as expected.
The wireshark test definitely makes it seem like a MATLAB issue, but if you have an extra machine with MATLAB around, I wonder if the example I ran also works for you?
How are you receiving UDP in MATLAB? With a udp object? Could you post an example code snippet?