I had this problem with 12.1 RU2. I thought I'd add my fix here in case anyone else is still having this issue.
To clarify, this was with a standalone package install. After reading this thread;
https://www-secure.symantec.com/connect/forums/sep-121-firewall-malfunctioning-firewall-driver-not-loaded
I tried to load the driver manually by adding it to the LAN adapter. I got an error saying that there were too many filters loaded. So, I removed Virtual PC Network Filter Driver and then installed the Symantec driver. The Symantec Firewall driver was in the list already but if not I believe you can install it from
C:\Program Files\Symantec\Symantec Endpoint Protection\12.1.2015.2015.105\Bin\TeeferVista
Once rebooted the Firewall was working. Of course, if you need the Virtual PC Network Filter Driver, you might need to remove a different one and have a shout at Symantec.
Cheers!