I was referring to software firewalls. Obviously it's bad if a VPN is leaking traffic, but that's not confirmed yet... or at least I couldn't find any proof of that in the linked tweets.
This is an interesting opinion, considering that iptables has been able to do this for decades, and nftables can, too. It is trivial to filter outgoing traffic and there are even convenient GUIs to do so.
Filtering outbound traffic using iptables and the Windows firewall is supported. In addition there are multiple 3rd party software firewalls for Windows which also support filtering outbound traffic.
The "firewalls" in the title of this thread refers to outbound application firewalls. There are products that behave like this on Windows, but they're typically part of a security suite which one may or may not want. Others are free and display ads or collect information about the user.
I've used two products in the past, NetLimiter and ZoneAlarm. Back then NL was just getting some basic firewall features, since its main feature was throttling the connection per app. I used ZA as a free product, but now I see they have a paid version.
Last time I checked a couple of years ago I also found GlassWire, but I didn't purchase it because it kept being detected as infected by VirusTotal and the dev didn't have a clue what was wrong.
Frankly I don't know how trustworthy any of these apps are - this is a big problem with security software on Windows - you don't know if the anti-malware is going to behave like malware.
