Because I can control what happen with no much problems, exporting and editing .xml configuration.
Yes has already a firewall.
As I said, every product has custom rules, The Antivirus work for when there is no connection for ZAM, ZAM work with the Antivirus when there is cloud, VodooShield work with Cloud as Anti-Exe. Hitman Pro Alert is configured to not conflict with ESET Payment Protection is disabled.
If I encounter problems, like with ESET loading 192.168.1.1, or Hitman Pro Alert accessing same page on TP-LINK router I will delete them. From when I use dd-wrt I solved problem with Hitman Pro Alert and for now ESET do things I know, when he starts behave bad I remove it.