Though it's been some time since the question was asked, I'd like to answer it ;) You phrased it correctly in your question when you wrote "it looks like it's inactive". The GUI shows you the firewall as inactive because it doesn't know any better.
As you've seen from the answers above, you need root privileges on the command line (sudo) to check the firewall status. It's the same for the GUI. You start the GUI program as the user you logged into your system with, so the GUI programs privileges are the same as that users privileges. That user probably has no business to know anything about the firewall, so the firewall isn't telling that user (and, in extension, the GUI) whether it's active or not. And because the GUI can't positively tell that the firewall is active, it rather shows it as inactive. It would give people a sense of false security if the GUI would just go, "I can't really tell, but let's just assume the firewall is doing its thing" ;) "Unlocking" actually means "providing the programm with root privileges", so now the GUI can ask the firewall about it status and show it correctly.