There can be no canon answer, I think. But here's some speculation...
The aliens seemed to have the power to control human minds...it's not much of a stretch to consider that the entirety of the invasion force was probably under strict control of some entity at the top. Not quite a hive-mind, per se, but a situation where disobedience or outright rebellion simply was not possible.
Now let's say that this is a civilizational norm, i.e., that it's not merely the invasion force that is like this, but a very rigidly hierarchical society whereby certain thoughts are unthinkable - not unthinkably terrible, the way we usually define it, but literally unthinkable - beyond conception. If the idea of someone subverting your computer system is literally unthinkable, you won't build defenses against it.
It you further consider the difficulties involved for the humans to even interface with those systems, I don't think that it's terribly unrealistic.
So to answer the lede: "Perhaps there was no firewall because the vulnerability was cultural inconceivable to the aliens". On to your second question...
Keep in mind, all Goldblum does in the movie is grab a tech, and later install the virus. I think there's a strong reason to believe that he had nothing to do with the actual creation of the virus...it was likely created by one of these techs who, like Dr. Okun, had been studying the Roswell vessel for years.
The big problem with this line of thinking is the dialogue which indicates that the ship hadn't been active until the motherships arrived...perhaps they were referring to power systems on the ship - maybe the'd been able to study the computer systems for years. I think that's the only reasonable explanation.