Do you mean "taskbar"? Regardless, I expect many users wouldn't notice if one of the dozen or so little icons they don't understand disappeared from the system tray, especially in recent Windows versions that hide unchanging tray icons--like those for firewalls--anyway.

You'd have done better to argue that Security Center might notify the user that his or her firewall had vanished, but once malware has gained access enough to kill a firewall, it likely also has sufficient freedom to adjust the registry to prevent that warning.