CIS 2025 Free does include the Firewall.
However, secure shopping was removed from CIS (both free and paid) and will no longer be developed or supported. I don’t know the exact reason for its removal, but I think CIS protects the user equally well with or without secure shopping so it seems to be redundant.
There is still some outdated information on the website that needs to corrected (including the info in your screenshot).
Comodo decided to release CIS 2025 before the website was revamped (they put all resources into CIS, and decided to only divert resources to updating the website after CIS 2025 was released).
So, they still need to fix the website.