It’s far worse than just annoying: if people have to give permission to a bunch of things they don’t understand, they will absolutely give permission to something they shouldn’t.
You want the user to make a few decisions as possible, and every single one should be an actual decision: where the user knows what the options are, has an actual stake, and might legitimately choose either option depending on their preferences and circumstance.
The more times they have to click “yes” without thinking, the more susceptible to malware they become.
I understand the point, though. Going to just about any major website you will be pummeled with prompts to allow for a dozen different domains just to view one page, and it doesn't really give any indication of what those are used for. They have a what seems to be infinitesimally small list of connections that they do recognize and explain their use, but ultimately it's pretty useless for the vast majority of prompts.
I'd like there to be a better way to deal with this, but I'm not really sure what the solution to it would look like. You can download blocklists and just silently allow other connections, but I don't think that's significantly better than just using a hosts file.
The most useful thing Little Snitch does is alert me when individual applications try to phone home. For browsing the web it feels more like a chore.
How many times have you been asked to approve a download? How many of those times have you said "no"?
If the answer is "hundreds" and "zero," what's the point? If the answer "hundreds" and "ten just in the past week," then that's exactly the point, and it serves a valuable purpose.
I agree broadly with your point that prompt fatigue or decision fatigue is problematic and should be avoided when possible. I think this is a problem in particular with Little Snitch even, which doesn't do enough to provide. However, the point of Little Snitch is to allow someone to monitor and control the traffic at a granular level and the consequence of providing that utility is the frequent prompts whenever you're visiting a new site. To Obdev's credit, silent mode exists and you can set it to deny or allow all traffic without a prompt (and evaluate the traffic at your leisure).
I have tried giving permission and at the end of the day, it's just not worth the time. For me, Little Snitch is great as a reporting tool but it's just too much work as a firewall.
[0]https://www.obdev.at/products/littlesnitch/index.html