It seems not allowing researchers even black-box access is their strategy to secure the platform.
There's an easier way to get a firewall spun up, though. https://aws.amazon.com/marketplace/pp/prodview-nkug66dl4df4i looks like the current version. I'm still running https://aws.amazon.com/marketplace/pp/prodview-3xtziatyes54i and can't speak to the newer option directly, but there should be something suitable on all of the big cloud providers.
If you're only using it for legitimate research, the licensing subtleties seem different than if you were using it for the benefit of its product features.
For people working in enterprise IT, word was (a least a few years ago) your salesperson could hook you up to purchase one their small boxes with a license, for home use. It's in their interest to have IT people familiar with their products. But (unlike whatever you bought on eBay) I don't know whether that license would have you agreeing to restrictions on research investigation, or to restrictions on talking about the product.
https://www.cdw.ca/product/palo-pa-440-security-appliance-la...