Okay I think I might have in-advertently found my solution...
Apparently even though NTP isn't installed on the servers and there is no SEP firewall, the default Firewall policy was still applied to the groups in SEP and as such those rules were applying to the servers' Windows firewall.
I believe this is the cause of my issue once I disabled the default Firewall policy, the message disapeared.
Does that make sense? I thought that the Firewall policy only applied to the SEP firewall...?