There’s little to none benefits in this. The app has root, so, it can go around all android restrictions. In addition, you can set Afwall as device administrator and or use App locker that some custom roms have. This will assure that Afwall wouldn’t be removed without your authorization.
If you are looking to use AFWall+ without root by installing it as a system application, I don’t think that will work. It must have root access to enforce the firewall.