What program are you using to make the actual transaction? It needs knowledge of the blockchain, is that coming from another computer or is it connecting to the network? A firewall isn't going to protect you in the latter case.

I would want a nearly completely airgapped machine before I would be comfortable using it to self-manage significant quantities of bitcoin. Maybe feed blockchain info over a one-way serial cable. Definitely no disk sharing.

With a bank I know that a hack might happen but nothing is irrevocable. If they want to use bad security it only hurts their insurance premiums.