Note that it seems to be back in the latest EA for E85.30, but with a twist. I was already running Big Sur, but had installed the custom version of E84.30 that added support for SAML authentication. I had disabled the firewall extension because we don't use it (deleted it from System Prefs -> Network Settings entirely because it kept getting in this state where the VPN was connected but not traffic was being allowed). Anyway, I upgraded to E85.30 EA because I needed the fix in E84.70 for the IP address renewal bug but I also needed the SAML support, so this is the only option available.
After what looked like a clean upgrade, any attempt to connect would result in the tunnel being dropped for the error about enforcing firewall policy. This is strange because we don't have the full license for Endpoint Security VPN, but there is no option for Check Point Mobile on macOS and we have always used the full Endpoint Security VPN client with no issues.
These instructions worked for me, I was able to reinstall and this time I allowed the firewall filter. All seems to be working well.
Just adding this note here in case others find this posting when searching about this issue with the latest EA (E85.30).