I think that particular custom rule was added by GL.iNet as a feature and it is good that they have a setting for owners to enable or disable the feature.
In terms of overall security, I believe the GL.iNet routers are about as secure as other router brands on the market, especially those that run OpenWRT. At the same time, no router can be considered 100% perfectly secure and there are often bugs in the firmware that allow the bad guys to exploit.
Besides the router, there may be hardware/software vulnerabilities in your computers, smartphones and other devices that allow the bad guys to come in, so you should consider security holistically. You should update these devices regularly, install antivirus/firewall, be wary of emails and websites, do backups, etc.
The most basic thing you can do on your router is make sure that have good, strong passwords for the admin/root account and the wifi SSIDs, changing them every so often. Also, use the WPA2/WPA3 with AES encryption, VPN and update the firmware regularly.
All routers (and other devices) have some features installed that not everyone uses, but some may be running by default (i.e., bloatware). If you do not use them, you can try to disable them, but that is not always possible. In general, I do not recommend modifying and/or deleting core functionalities unless you know what it does, so it does not break something and/or gets reinstalled with the next update. If you are not certain, you can ask the manufacturer, which you did in this case of custom rule, with alzhao indicating that it can be turned on/off from the UI and I indicating where that setting is and it is not a significant security risk.
When I worked in I.T. Security, we used to run penetration scans and tests on networks on a regular basis using specialized tools, You can run the free, basic “nmap” software if you want.