But again. What IS the threat of network traffic to a port no one is listening on? None. What your firewall is you protecting from is NOT bad stuff from the outside. It's protecting you from the inside danger that some service suddenly opens a port which is reachable from the outside. (Hate to dig out the old Win vs. *nix, but the usual suspects for this are usually Windows servers you need to lock down first, as they're usually asuming that they're in a friendly network. On *nix machines you usually need to manually add those services one by one, as you would open the ports on your firewall)
The firewall provides defense in depth. Yes, if nothing else goes wrong, the Firewall is unnecessary. On the other hand, if something else does go wrong, the firewall become another obstacle for the attacker.