> I don’t want some of my devices to be publicly addressable at all, even if I mess up something at the firewall while updating the rules. NAT provides this by default.
Do you ever connect your laptop to any network other than your home network? For example, public wifi hotspots, hotel wifi, tech conferences, etc? If so, you need to be running a firewall _on your laptop_ anyway because your router is no longer there to save you from the other people on that network.
It's also a good idea even inside your home network, because one compromised device on your network could then lead to all your other firewall-less devices being exploited.
Most public wifi has client isolation enabled for this reason. Firewall or not, you can't communicate with other clients.
Not every device can run its own firewall. IoT devices, NVR systems, etc should be cordoned off from the internet but typically cannot run their own firewall.