Why is it not preferable for a firewall to treat each network frame or packet in isolation?

A. Such a firewall has no way of knowing if any given packet is part of an existing connection, is trying to establish a new connection, or is just a rogue packet.
B. Such a firewall is costly to setup.
C. Such a firewall is too complicated to maintain.
D. Such a firewall is CPU hungry.
E. Such a firewall offers poor compatibility.
F. None of the choices.