I came across the same error when trying to install the zentyal-firewall package on Zentyal 6.0.1. To ignore this error and be able to install the zentyal-firewall package, after the package presents the error in the configuration phase, edit the /usr/share/perl5/EBox/Firewall.pm file and comment out lines 104 and 105 below and save the file:
#$self->setInternalService('zentyal_webadmin', 'accept');
#$self->setInternalService('ssh', 'accept');
After that, run on terminal:
# dpkg --configure zentyal-firewall
and the package setup should work.
Att.