I do not know it/of it so I cannot really say. If it works along the lines of NoRootFirewall ( creates a firewall to localhost and forces all internet connectivity to to go through that tunnel with a per app/per host allow/deny policies that are easy for a user to enale/disable ) then it is strictly the question of UX/design decisions.
FFS, my camera application wants to talk to the internet, sometimes when I'm NOT using it!