If /etc/sysconfig/iptables does not exist (ie, firewall is not already configured), when engine-setup attempts to setup the firewall, it will not complete the process.
/etc/sysconfig/iptables is owned by iptables-services and it exists even if not configured. firewall is not configured if firewall manager is not available. If you want iptables to be configured, please ensure iptables-services is installed. If this doesn't reflect your system configuration, please reopen the bug.