Yeah, you're right. If the firewall blocks access to the Python scripts, the method you described is the solution. Thank you for sharing it with the community.
Also, if you could share a screenshot of the error too, it would help. Glad it works for you now.
I have added some screenshots (good, fail) to the documentation.
On first glance it looks, that no data is received by the Python script. So nothing at all happens in that window. In the serial terminal there shows up an error message after some seconds the user-button SW2 was pressed.
Customers, who have not many network ecpereciece, first, may think about any software respectively tool setup problem.
So hopefully the document attached helps.
If running well, the code example is great to start with CY PSoC6 WiFI!