Normal behaviour after withdrawing a firewall policy in SEP, is that the Windows Security and Maintenance panel will show the status as 'Off' 

However if:

1. There are no SEP firewall policies present
2. and the machine is rebooted
3. and the SEP GUI is opened

Then the status of the firewall shown in the Windows Security and Maintenance control panel no longer reflects the real condition

No error message.

Windows 10
SEP 12.1 RU6MP5 and SEP 14 RTM

The status in the Windows Security and Maintenance will stay Off, in all situation but this one :
If no firewall policy is present in SEP, then simply opening the SEP GUI after rebooting the machine, will change the status of the SEP firewall to “On”.

This issue is fixed in Symantec Endpoint Protection 14.2. For information on how to obtain the latest build of Symantec Endpoint Protection, see Download the latest version of Symantec Endpoint Protection.

Note:
The actual status of the SEP firewall is not affected, only the condition shown in Windows Security Centre is inaccurate.