No, it already has security functions in place. If you don't want an app to use the internet, and it has stated it will do so, DO NOT INSTALL IT.

If you really want to play a game that requires that access, and you think it shouldn't, contact the developer and tell them so.

The firewall would only be used by a few people who both pretend to be security-conscious and also install any app that suits their fancy. Yes, it's work to install the firewall that requires root access. Suck it up and just do it, if you want that feature. Don't saddle the rest of us with it.