Regardless the amount of components (whether it be OS, software or website elements) which attempt connecting is overwhelming for even a non-average tech savvy user.
For example install https://pi-hole.net/ and you'll no doubt realise that most of the DNS queries traversing your home network are not directly made by the end-user.
I run glasswire, and regularly see legitimate traffic from odd sounding processes. A non-technical user would have zero chance of determining what was legitimate and what wasn't.
So whilst it is handy for technical users (who are willing to put in the effort to check all the various processes that make network access) it's not likely to work well for the wider user population
Even as a technical user, my reaction to windows privilege escalation is pretty much just to smash yes.
Like all good things, there is a balance... and there will always be people keen to be more attuned to whats happening.
operating systems like windows give no indication to the ordinary user what internet connections they are making either legitimately themselves or
from software installed separately and giving users the opportunity to review and grant or deny access.
If ALL connections were transparent it would be much easier to see what was not appropriate.
Operating systems should say that a connection is being made and for what purpose and the user given the opportunity to grant or deny.
This is what i liked about Sophos' original interface sadly gone by the wayside.