Why does W 10 warn me that Windows Firewall is using settings that make my device unsafe?

I thought that W10 recognised that Norton Security was installed and working properly.  But there still seems to be a problem recognising that Norton has a firewall.  I get the message in the thread's title preceded by a red circle with a cross.  The title of the message is "Firewall and network protection".

Can I forget about this or is it something I need to attend to?

Thanks

David