Consider this scenario:
If the firewall you bought or got as freeware never reported any so called "intrusion attempts", would you want to continue using it? Most people would think that it doesn't work, so they make you think that it's saving your life multiple times a day...
This is especially true for firewalls that you have to purchase a license for, why would you want to keep upgrading and feeding more money to the software vendor when it never says/does anything?