What are these vulnerabilities caused by personal firewalls?

After reading many messages in this group about the disadvantages of
personal firewalls, I have a kind of hazy understanding about what they are
but one thing still puzzles me:-

What exactly are the vulnerabilities created by installing personal
firewalls? The short answer seems to be:-

a) They don't stop outgoing traffic except from applications which allow
themselves to be controlled.

To me this doesn't seem so serious - as I recall one contributor commented
that some control over outgoing is better than non at all.

b) They open up some services in Windows XP which most users shouldn't have
running, and therefore make the computer more vulnerable to malware.

This seems quite serious, but I can't recall anyone listing what those
services are and I think to myself, "if these personal firewalls have been
studied in a technical sense and found to open undesirable services, surely
there would be a list of what they are, for each of the personal firewalls
such as Kerio, Outpost, Sygate and Zone Alarm".

I'm just being curious, but has anyone a reference I could look up which
lists what these services are, for each of the above firewalls?

(Or are people just making assumptions that personal firewalls can't
operate without opening undesirable services)?

Cheers,

John S
.