It was simply not requested... If that functionality is desired - we can discuss it (as a DMTF Redfish Forum memmber, I'd recommend opening an issue on this topic). Are you referring to the IPMI firewall functionality, or a more general "firewall" that is tied to the Manager's network interfaces?
This came as part of support for SmartNICs where the hardware has programmable firewall settings. This is why it's modeled under NetworkDeviceFunction at the moment, which we do not have under Manager today.