If anything, a firewall only seems to provide extra precautions against mistakes made by the user, rather than actively preventing bad actors from getting in.
You say that like that isn’t providing value. How many services are listening on a port on your system right now? Run ‘ss -ltpu’ and prepare to be surprised.
Security isn’t about “this will make you secure” it’s about layers of protection and probability. It’s a “good practice” because people make mistakes and having a second line of defense helps reduce the odds of a hack.