The firewall on the Mac is not the same....it watches / processes / filters the data stream, analyzes the content against bad actors, blocks or passes communications based on that analysis, and is user configurable via "rules"....it comes pre-configured with a a set of rules that can be modified or expanded as you desire. With the processing power our computers hold today, the slow-down penalty should not even be noticed.....what may be noticed would be some unintended interference in our normal activities if the firewall intrudes inappropriately.
Working behind a NAT router is already providing the firewall benefit, so enabling the built-in firewall on your Mac may only serve to slow things down or introduce glitches that would otherwise not be in the path of your normal data stream......or......it might be fine, but "belt & suspenders" redundant and serve no actual function at all.
