If you are asking whether in the case you had SP1 with firewall disabled, upgraded to SP2 where the firewall is enabled by default, and then removed SP2, would it then enable the SP1 native firewall?
I honestly do not know. I am certain that they are completely different services, and software packages. And the controlling registry entries are completely different.
However, I do know that the ICS firewall under SP1 will automaticly make provisions for Remote Desktop if RD is enabled on the client, and the firewall is also enabled. (As will the SP2 firewall offer the program exception).
This dog does not hunt as the issue.
I agree with all that a firewall is likely the underlying issue, but if so it is not the native one(s) coming from XP in either Service Pack release.
Look for "hidden" firewalls: many AV programs have "hidden" firewalls; PC-Illan is famous for this. Many VPN clients are famous too -- CISCO VPN client for example.
Do a netstat -an and see if the 3389 port is listening.