This happens when a devices that you have at home (probably the Xbox!) (connected in the same network as your computer) tries to discover other devices in the network (Called network discovery) with one of the below 2 conditions.
1) When your (home) network is configured with an IP range that doesn't fall under the following:
IP Range- 10.0.0.0 to 10.255.255.255
IP Range- 172.16.0.0 to 172.31.255.255
IP Range- 192.168.0.0 to 192.168.255.255
IP Range- 169.254.0.0 to 169.254.255.255
OR
2) When the devides use IPV6 communication for network discovery.
In such cases, the default action of the SEP firewall is to block those traffic to prevent the other devices from knowing about your computer.
You can check the firewall logs in the SEP client to know which one of the above 2 conditions is triggering it on your PC.
If it is the IP range as in condition 1, then add your IP range to the firewall rule named "Allow UPnP Discovery from private IP addresses".
To get there, open the SEP client interface -> Go to Options under Network Threat Protection -> select "Configure Firewall Rules" -> Look for Rule named "Allow UPnP Discovery from private IP addresses" and highlight it and select EDIT at the bottom of the screen -> Go to "Hosts" tab.