Windows Firewall is blocking downloads from Windows Store

I am trying to re-install Forza Horizon 3 that I purchased from Windows Store since.

I tried to play game today and it told me there is an update that I should install and re-directed me to Windows Store. But I had problem with downloading that update. After that I realized this is a problem with Windows Firewall but it was too late because I already uninstalled Forza Horizon 3 to re-install.

When I try to download game through Windows Store app while Windows Firewall is running, it doesn't download. It tells me "Downloading..." but the MB's or %'s are not moving.

When I turn Firewall off, it keeps downloading but guess what, I am getting 0x80073d0a error at the end of download proccess. And this is the error because my Firewall is off.

Microsoft's security app is blocking downloads from Microsoft's market app. Can anyone to help me please? By the way, Windows Store app is already allowed on my Firewall list.