> I've always thought this should be a feature in an OS for advanced users. Combined with some OS level security optimizations it could be quite a powerful security feature for the paranoid and at-risk.

I agree, by integrating it with an OS with good sandboxing you can provide some powerful security benefits, otherwise the main use cases I see are marginal privacy improvements by blocking telemetry from non-malicious apps, or reducing bandwidth usage.

Android does a pretty good job of this with its sandboxing and the network permissions for apps, and you can view the data usage per app in your settings.

edit: here is a good resource explaining Android security features and firewalls https://madaidans-insecurities.github.io/android.html