[ CRITICAL ] Anti-malware for Mac firewall not working with Ethernet connection

Hi,

I downloaded the Antivirus for Mac to give it a spin and found that the built-in firewall does actually nothing:

Firewall

Once all the traffic has been supposedly blocked I still can access any website, ping any site from the terminal and well, check that the TCP and UDP traffic is happily flowing.

I also tried rebooting the system but the issue persists. Am I missing something?

Thanks