It would be usefull to:
Detect malicous network Connection, especially to / from Internet
It could help in troubleshooting network related problems.
It could help (opt in) to be configured by NabuCasa in case of a wide spread attack to limit attacks or distribution of malicious actions.
There could be a default set of rules for NabuCasa or the configured “standard” ports of integrations so that the manual effort of configuring is minimized.
The main focus is to protect home assistant and a bit the local devices. It cannot replace the router firewall which in most cases is on the device provided by the local internet provider.