The qubes-fwupd uses the sys-whonix VM as the update VM to handle downloading updates and metadata via Tor. The tests detect if sys-whonix is running, but do not check if you are connected with Tor. So before running the test make sure that sys-whonix has access to the network.
$ sudo qubes-fwupdmgr refresh --whonix
$ sudo qubes-fwupdmgr update --whonix
$ sudo qubes-fwupdmgr downgrade --whonix