Information about Firewall configuration is not currently scanned. However, you might be able to set up custom registry scanning and provide the following value to be scanned:
Key: HKEY_LOCAL_MACHINE
Regpath: SYSTEM\CurrentControlSet\services\SharedAccess\Parameters\FirewallPolicy\StandardProfile
Regvalue: EnableFirewall
Afterwards rescan your Windows computers.
The following report will list if Windows Firewall was scanned as enabled or disabled:
Select Top 1000000 tblAssets.AssetID,
  tblAssets.AssetName,
  tsysAssetTypes.AssetTypename,
  tsysAssetTypes.AssetTypeIcon10 As icon,
  tblAssets.IPAddress,
  tblAssets.Lastseen,
  tblAssets.Lasttried,
  Case tblRegistry.Value When 0 Then 'Disabled' When '1' Then 'Enabled'
    Else 'unknown' End As Firewall
From tblAssets
  Inner Join tblAssetCustom On tblAssets.AssetID = tblAssetCustom.AssetID
  Inner Join tsysAssetTypes On tsysAssetTypes.AssetType = tblAssets.Assettype
  Inner Join tblRegistry On tblAssets.AssetID = tblRegistry.AssetID
Where tblAssetCustom.State = 1 And
  tblRegistry.Regkey Like '%FirewallPolicy\StandardProfile'
Order By tblAssets.AssetName