Hi!
Reading through security blogs I found a rather interesting article regarding current generation firewalls. Since ROS is equipped with stateful firewall it may be also vulnerable.
Article is published at http://www.cynet.com/blog/, but looking at the link it may change so I made a screenshot: http://i.imgur.com/WN98i5F.png
Of course when you have an IP Firewall rule that blocks establishment of TCP sessions to some specific port (or to all ports except some specific ones), you are not vulnerable to such attacks.
I have not seen a firewall that works like the one they describe (that allows all connections initially), but maybe they exist.
Maybe they are factory-default setups that a normal operator would always modify.