sudo pip install firewall
then run the playbook again
OK something else is off then.
I've just tried the same playbook on a vanilla SLES15 and after
enabling and starting firewalld it works straight away without errors.
Can you check if you have the correct package installed. It should
look like this:
sles15:/etc/zypp/repos.d # zypper info python3-firewall
Loading repository data...
Reading installed packages...
Information for package python3-firewall:
That's a local system problem for you to solve.
On the plus side, whatever is causing this might also be causing your
ansible playbook failure.
Dick