This is most likely due to your steganoroute server sending its ICMP packets with the wrong interface. To fix this, find the desired networking interface using ip addr.
Then, add the -i option, followed by your networking interface. For example, the following runs steganoroute through my Ethernet port: sudo ./steganoroute.py -i enp3s0 -m "MakeTechEasier" -l.