same good results here: first alert from Def+, I allow it, and then an alert from the firewall itself. Also in my case when I disable CFP, the router firewall doesn't pass the test.
By the way it's not the first time I notice that: when I allow or block something from Def+ or the firewall without checking the remember box, things are being remembered for the Windows Session. Like for that test, I didn't check remember and the ICMP traffic from it keeps being blocked with no alert, starting with the second test.

I got an alert for the first test, which I declined... and therefor past the test.
there was no firewall alert for the second one and failed the test..
run with fresh installation of CPF in standard configuration.
Harry

This is the reason when testing, it is recommended to reboot between tests.
OD