My firewall are all fail by 18 tests from Fortinet

Does my firewall configuration wrong?
I install Comodo CIS by Default Configuration.

Fortinet firewall testing page:

Mine only passed the first one, Kaspersky blocked a few others but it still said failed on them.

This is an AV test to see if it can detect malware inside different compressed formats. It doesn’t matter how you configure CIS, when the malware is extracted it will be detected.