Issue turning firewall off on OS X El Capitan 10.11.2
I'm going to put a short answer on how I'd troubleshoot this since this isn't the intended behavior.


Make a backup of your Mac - just in case.
Try a simple python web server in terminal.app

python -m SimpleHTTPServer


You should see text like: Serving HTTP on 0.0.0.0 port 8000 ... and get a pop up like:



If you don't, perhaps delete the entire firewall preference and restart the Mac once the backup is complete.

sudo -H mv /Library/Preferences/com.apple.alf.plist ~/Desktop


That way you can inspect/move the preference file back if desired. If you still cannot get the firewall pop up after the restart, recheck the firewall system preferences and optionally see if you might have a configuration profile that might be enforcing some firewall settings that you do not control.



If you have no profiles icon, you can probably rule that out.