To be honest, it doesn't even sound like a privacy threat as much as it as a potential security (and respect of user choice) question to me. If software that's

To be honest, it doesn't even sound like a privacy threat as much as it as a potential security (and respect of user choice) question to me. If software that's already running on the system wants to e.g. exfiltrate something from the system, or to phone home or whatever, it could do that just as well by making an outwards connection as by accepting an incoming one. (I'm assuming the OS or firewall isn't limiting or reporting on outgoing connections.) Denying incoming connections is more useful for reducing attack surface in case of security vulnerabilities in the running software, and generally not so useful for limiting what the software can intentionally do. Resetting firewall settings to accept incoming connections to listed or built-in apps overrides user security choices with a more lax policy, and that's concerning whether it's intentional or not. But I'm not sure it's really so much about privacy as it's about respecting user choice.