What is the relationship between UFW (firewall) being enabled and cron job running?

I have a very specific problem on my server and can’t wrap my head around it.
I use BackUpWordpress as a backup solution for my site.
Recently I noticed cron jobs were not firing properly to backup the files and database. When I manually used the backup option, the page refreshed without backuping my site.

In the console log I inspected the XHR request and noticed it returned an error, mentionning the firewall as a potential culprit.

I disabled UFW (firewall on my Ubuntu server) and it worked again.
Can someone explain to me the relation between the two? I don’t understand why the firewall would cause problems with wp-cron.php and wp-ajax.php tasks.
Thanks!