I have used E-smith and SME server from the earlier days of E-Smith, and I think, for me, there have been zero firewall issues during those years.
I'm not sure about the year, but I can remember that my first E-smith replaced Windows NT4 (New Technology) on a server, and I think that the admin panel looked approx something like this:
http://www.linuxjournal.com/article/5176I think that any computer system, and any other system also, is just as secure as their safety records.
So then the question is: How many years, how many installations, how many system hours, and how many serious or less serious insidents ?
I believe that even though the SME server in some way has a bit complex design, it has what one can call a "proven level of security and reliability".
The technical problems that has been on mine installations during those years, for me can be grouped in two:
1. problems due to my own incorrect modifications (none releted to firewall.)
2. Problems related to hardware that has failed.