There's quite a few things that could be different between profiles, false positive ratio on the firewall's threat signatures, and so on. Broadly speaking, I would expect that the firewall is blocking any threat it identifies and Traps wouldn't detect it because the payload never actually reached the client.
To properly troubleshoot, we would really need some additional information on what you are seeing. In addition, this is really something that I would highly recommend logging a TAC case on so someone can look at what you are seeing and all associated logs. It's quite possible that you simply have something on the Traps profile misconfigured or with the migration to Cortex XDR you aren't seeing the lower severity alerts now that they aren't directly exposed by default.
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