nc is the client, if you could host a webserver surely you could have run nc...
You could of course use nc as the client too, but it would be an additional install on Windows. [0]
And nc wouldn't help if the firewall was stateful and actually expected to see HTTPS traffic on port 443, so I do see their logic of putting an actual webserver there.
But without sufficient detail, it does seem at first glance to be overkill ;-)