Micro OS/SUSE Aeon compared to Fedora Silverblue

Nothing prevents it, all you have to do is run the following commands (as root):

transactional-update shell
zypper in -t pattern yast2_desktop
zypper in firewalld yast2-firewall yast2-control-center-qt

(not all of the packages I listed are strictly needed - you don’t need the qt package if you’re fine with using the TUI interface for YaST; you really don’t even need YaST and can use firewall-cmd if you really want to)

Then you need to enable the firewall:

systemctl enable firewalld

Reboot, and you’re good to go. Use YaST or whatever tool to configure to your heart’s content.