What is the Windows equivalent of this tool?
The other issue was that their blocking wasn't fine-grained enough; you couldn't, for example, do what others are describing elsewhere in this thread, allowing an application like firefox to connect to a particular site on a particular port only. You could only allow or block the application itself. You could tell the firewall to explicitly ask you on every request, but of course that wasn't feasible for apps like Internet Explorer. So anything that wanted to get around the firewall could just script Internet Explorer to send its request in the background and you would never see it.
Eh, this is such a basic task that even Window's built-in firewall can do it. They just do not make it very obvious in the UI.
If it can now, that's progress. Windows didn't even have a built-in firewall back when third-party firewalls like ZoneAlarm were popular.
On Linux, OpenSnitch and Douane. OpenSnitch is not optimized and results in high CPU usage when you move a lot of traffic. With Douane I had trouble using it for longer than a day since it resulted in my PC crashing caused by the kernel module that it installs. There seemed to be a bug in the C code somewhere, and it didn't go away when I checked back a couple months later.
Coming to Windows, most apps were really old. Only some actually worked with Windows 10 where NDIS 6.x came in and broke some things. Those that did work were so basic you could just use the Windows Firewall app. I tried everything I could get my hands on (in a VM) in search of the nice features that LittleSnitch provided. GlassWire was so far ahead in the features and control it provided, I made an exception in buying a subscription based software (which I almost never do)