The router - not your PC - is the device that sits at your public IP address, so that is the device that gets scanned by ShieldsUp! Your computer and the Norton Firewall are invisible to ShieldsUp! (that's a good thing). The Norton Firewall monitors traffic into and out of your PC only - it cannot do the same for the router. But it does not need to.
You can probably go into the router settings and configure things so that the router does not respond to pings, but if this is a device furnished by your ISP, they will frown on this as they normally insist on having a way to get remote access to their device for updating and testing. Other online tools may also not work if you disable ping. And again, it is the router that is being pinged, not your PC - your computer cannot be seen.
The way things work is that the router will only forward traffic to your PC that is in response to a request from something on that PC. All other traffic is dropped. The traffic that is allowed through is also monitored by the Norton Firewall.
