For some time, several months at least, my inbuilt Firewall (OSX 10.11.x Application Level Firewall as available via Security and Privacy Preferences) keeps on getting turned off.
It will be on for "some period of time" and then it will be off as indicated by the Preference Pane. Sometimes after a reboot and/or upgrade it will be off (and sometimes on). Then it will turn off again.
Pattern so far hard to detect. Associated software that is running includes Little Snitch, I don't run the lower level packet filtering firewall. One other 10.11.x colleague has noticed the same behavior.