In traditional computing, firewalls are a staple, but when it comes to IoT devices, the story is a bit more complicated.
Many IoT devices do indeed have some form of firewall protection, but the extent and sophistication can vary widely.
Unlike our robust computers and servers, IoT devices often operate with limited processing power and storage, which can restrict the complexity of the firewalls they can support.
Also, firewalls add to the cost of production. Hence, manufacturers may choose to forego them to keep prices low.