Are you referring specifically to the Windows Firewall? Or are you using a third party firewall? If you're talking about the former, more info would be appreciated, such as the edition of 7 you're using, any installed applications which could be turning it off, and are you running any kind of active malware scanner?
If you're using a third party firewall, you might want to contact the manufacturer to find out if they have had anything similar reported via their internal support staff?
I get these warnings on occasion as well, but that's only because the Action Center didn't detect my antivirus scanner's process as running before it threw the warning at me. Are you sure you're waiting long enough? Or do you actually have to go in and turn the Symantec EP firewall component on each time you boot up? If so, I would contact Symantec and let them know, and make sure the Windows Firewall service Startup Type is set to Automatic, not Automatic (Delayed), or Manual.