I see your point, but don`t think there`s much you can do about it.
Just tell your firewall not to alert you to that particular intrusion attempt again. As long as your firewall software blocks it, I wouldn`t worry too much.
If it`s any consolation, I get exactly the same intrusion attempts, but I tell my firewall to block them and not to alert me again. Port scans are very common and that`s what you have a firewall for in the first place.