No. To be clear, you should not use more than one firewall per computer. Choose the best choice you can, meaning the one which offers the best comprehensive protection against network-based attacks, on a per-network basis. I don't think you should exclude your other options.
In fact, don't necessarily use this as an example but many home networks go without firewalls on local workstations, with the exception of perhaps one in the form of home router/modem combination. It's generally accepted that the most significant risks are external/public facing or are facilitated by entirely different components such as the USB controller, and firewalls can be seen as a nuisance to some.
I have virtual machines installed. Each virtual machine has its own connection to a virtual network. If I were to install firewalls on each virtual machine, this would probably bottleneck the network connectivity I have between the host OS and guest OSes. I wouldn't recommend installing a firewall onto a VM instance, unless it's a commercially hosted VM instance, and even then your host provider might have a perfectly usable external firewall for you to try out!