Give you my opinion, is not needed. I did test ufw firewall while was in limbo, I found no ill effects.
I have to wonder why some think it is important though.
Without ufw installed, A friend on irc wanted to ssh into my box, I thought it would be fun, why not.
Turns out, after I provided him with my IP, created a user account for him on my end, he could still not get in.
The ports by default were closed. I now needed to open a port for him, Then my router blocked him.
We gave up and he never did get in. I am sure I could have made it possible for him to get in.
Just saying, for the average user, I do not see why a firewall is needed.
Sabayon now has one, if a advanced user had advanced requirements, they would simply install the firewall of there choice.
I simply see ufw as a security blanket. Reminds me of the snoopy character that holds a blanket and sucks his thumb.
Was his name Linus?
I am glad that sabayon has ufw,, was it really worth the effort to have it installed?