This story has nothing to do with why Linux would be any better than Windows. Sure, if you lie to people, then anything can be convincing. What if I had a firewall installed in Linux, wouldn’t you have had the same issues?
This is sort of the problem I have with a lot of Linux enthusiasts, when you have a hammer, everything is a nail.
Compared to Windows and MacOS as a client desktop, Linux still severely falls behind, but it is getting better. For a server, Linux is just far superior.
Yes, you have iptables and nftables, but it’s not always enabled. So, when I said installed, I really meant enabled. I 100% agree with what you are saying though.
Unfortunately a lot of places just have shitty IT and people go rogue because of it. Some people are just impatient though as it sounds like in this case.
You also have things like apparmor and selinux. If those are enabled, you might be chasing your tail trying to figure out why something is not working. You would need to know where to look and how to fix it.