Its really only meant for people who don't want to deal with security rules and don't feel the internet is a dangerous place.
The security checks you mentioned often don't detect if the ports are blocked, but only if anything responds. And if your windows firewall is setup correctly you PROBABLY are protected anyway. But the more security walls the better chance you will be protected. commercial firewalls have at least two walls and the outside really only can talk to appliances/servrers between the firewalls, that then only forward authorized communication to specific servers beyound the next firewall. Really good setups have even those servers isolated from truly internal networks and even firewalls seperating the core servers and mainframes from the regular employee network.