Is Firewall really down when disabled?

I set the firewall, Defense+, and Sandbox all to disabled for internal network performance testing-but I noticed the icon still showed Comodo monitoring traffic. I understand why a person shouldn’t really disable protection but I don’t really want to uninstall Comodo just to get an accurate test. Does disabling the firewall, etc. really shut down monitoring? If so then why does the icon still show the arrows indicating that it’s monitoring traffic?