This is not necessarily a bug report against CPF. It’s something unexpected that happened, which you probably want some information about.
I just installed the StorageSync backup product. The installer has a registration module. I expected CPF to pop up and warn me that it wanted to talk to the Internet. Instead, StorageSync popped up an error message “Comodo Personal Firewall has requested StorageSync to shut down.” Then Windows popped up the error message “Comodo Personal Firewall has exited. Do you want to send an error report to Microsoft?” (Approximate quotes, since the windows didn’t stay open for me to copy exact words.)