The HR2x acts as a client to download data from the On Demand servers. Port forwarding is a mechanism for allowing external applications to push to a specific port on your network. All interaction for On Demand is initiated on your local area network and is pulled from the remote servers. Since no external initiation is part of the equation, port forwarding is not applicable for that workflow.
The only possible change at the required at the firewall level would be if you had gone out of your way to block client interactions from inside your network. This would mean you also couldn't pull up web pages, etc. and is highly unlikely for a residential installation. Then it would be unblocking a port for internal use, not port forwarding for external use.