This is the best answer. Your router protects you from the outside, but a local firewall can protect you from someone prodding your lan from a hacked camera or some other IoT device. By having a firewall locally you just minimize the attack surface further.
I think the point here is moving away from long-lived ssh keys and using whatever IdP you have (enterprise cloud or local oidc) to provide short-term ssh keys. It generally improves the security posture as it’s similar to ssh with certs but less painful to set up.