strange behavior, firewalla and iCloud

I have observed a strange behavior with my Firewalla blue. To explain it it is necessary that I introduce some devices.
1. my iMac
2. my iPad mini
3. my iPhone 12
4. my wife's iPhone X
5. my wife's iPhone 6s

Devices 1, 2, 3 as well as 4 and 5 are connected to seperated Apple ID. Devices 2, 3 and 4, 5 have iCloud Photos enabled and Photos are synced.

I observed that on the iMac I can no longer get or open pictures via iMessage. However, devices 2 and 3 still synced the pictures, iCloud Backup and iCloud Drive were always used. I didn't give any importance to the pictures via iMessage problem, because I got the pictures on the iPhone.
It wasn't until my wife noticed that she couldn't open my pictures via iMessage that I had to look into why that was. She also had problems with syncing via iCloud, but I did not.
I analyzed the problem by first activating the emergency mode on device 5. Suddenly the photos were uploaded to iCloud again and she could also open my pictures via iMessage again.
Phew, what now? I thought to myself.  So I removed the emergency mode on device 5 again and entered icloud.com via Debug in the Rules section. No rule took effect. Since iCloud was generally not affected, only some devices, I was worried. I created a rule anyway, allow iCloud.com for all devices.
See, iMessage on devices 1, 4 and 5 worked perfectly normal again.

Why did I have to create a rule that allowed access to iCloud.com? Although debug didn't find any rule blocking here?

I have enabled the targetlist to block apples private relay for a long time. But we don't use private relay. What else can it be due to?

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