docs: Add note about using sudo for firewall script

[jsumners-nr]

This PR updates the documentation around the macos-firewall.sh script to note that it should be run using elevated privileges.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (4378173) 97.11% compared to head (cfaa19e) 97.11%.
Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #2032   +/-   ##
=======================================
  Coverage   97.11%   97.11%           
=======================================
  Files         239      239           
  Lines       41108    41108           
=======================================
  Hits        39922    39922           
  Misses       1186     1186           

Flag	Coverage Δ
integration-tests-16.x	78.72% <ø> (ø)
integration-tests-18.x	78.73% <ø> (-0.01%)	⬇️
integration-tests-20.x	78.73% <ø> (-0.02%)	⬇️
unit-tests-16.x	91.14% <ø> (ø)
unit-tests-18.x	91.05% <ø> (ø)
unit-tests-20.x	91.05% <ø> (ø)
versioned-tests-16.x	75.09% <ø> (-0.03%)	⬇️
versioned-tests-18.x	75.11% <ø> (-0.03%)	⬇️
versioned-tests-20.x	75.12% <ø> (-0.03%)	⬇️

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