One thought off the top of my head, check the properties of your NIC and see if “Allows Windows to turn this device off to conserve power” is enabled. If it is, try disabling it.
The same problem WAS there on my laptop aswell, that is. It went “normal” when IBM/Lenovo updated the drivers for my Broadcom NetXtreme Gigabit Ethernet. After the drivers were fixed, they re-initialize properly after a suspend/resume situation.
Check if your hardware manufacturer has upgraded the drivers lately, might be the solution you’re looking for, since I doubt that the problem is really that the card is shut down during suspend (if that had been a problem, it wouldn’t have come up properly after a cold boot), but that the driver doesn’t re-initialize the card properly on resume.
Only reason this is more visible when running a personal firewall, is that the firewall doesn’t “let go” of the NIC as easily as a normal application.