That's interesting. There's nothing in the code, anywhere, that turns on firewall until you click Yes. Line 21 (not highlighted) is triggered when you click abort, and as you can see, it doesn't turn on the firewall.
That's the explicit piece of code there. So I'm guessing that you had already turned it on, and had forgotten about it.
That's wrong.
That's right. Sort of. It's not active, but it's enabled. There's a difference.
That's 100% incorrect, and you're only saying that because you're not in IRC trying to help people with firewall problems every. single. day.
That's because you've installed the Firewall module. If you don't want it to complain about it not being active, then you should uninstall the module.