Do you have antivirus as well as a firewall? Firewalls usually block network activity; antivirus is usually what would be blocking programs from opening documents.
Note that some antivirus software has multiple exclusion lists for different things. For example Windows Defender has separate exclusion lists for its virus scanning and privacy guard features, both of which can cause problems.
12.25 added an explicit error message to help people know which PDF viewers to install, but nothing else changed related to how PDF viewers work.