Due to the Security hardening of Standard images, to be able to control Windows Firewall, you need to enable it manually by going to the settings and specifying it's state as Not Configured:
- Go to Administrative Tool > Local Security Policy.
- Navigate to Windows Firewall with Advanced Security.
- Right click the Windows Firewall with Advanced Security - Local Group Policy Object and select Properties.
- Change the Firewall State to Not Configured for the Domain/Private/Public profiles: