Thanks for reaching out. My name is, Zadee. I'm an Independent Advisor and a Microsoft user like you. I'll be glad to help you today.
That was likely due to your phone getting connected to the computer. It might have asked to turn the firewall off to properly work with the computer and smoothly transfer data between. Yes, I suggest turning the firewall back on. Nothing to worry about, if there's ever an app that would ask permission to get whitelisted in the firewall, you can just simply add that in the future. If you ever need to do that, you can allow that app through the firewall.
https://computing.which.co.uk/hc/en-gb/articles...
STANDARD DISCLAIMER:
This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.
Best Regards,