I did some search online and found that disabling Windows FW deactivate IPSec feature which encrypt LAN and VPN communications (Except for Win 7).
If you check out WIN 7 firewall documentation, it will state the WIN 7 firewall is always running in the background when a third party firewall is installed for encrypt LAN and VPN communications functions. Security Center will state it is in an off state as to not conflict with the third party firewall but its service is still running.
As far as the XP firewall goes, I wouldn't say the above applies since I beleive this functionality was added when the firewall was redesigned for Vista and subsequently carried over to WIN 7.
Finally, encrypt LAN and VPN communications are only used for the most part on corporate networks. The only time a home user would use VPN comm generally would be to connect to his workplace computer.