For example I have allowed only my mail servers for Thunderbird. And then I have discovered that Thunderbird sends filenames and SHA-256 hashes of all received email attachments to Google (browser.safebrowsing.downloads.remote.url,
https://brmlab.cz/project/spyzilla#thunderbird) and that it sends telemetry saying "you have disabled telemetry" when you disable telemetry.
It also allows you to deny all internet access per-app. For example, should there be an exploit for a MP3 parser in Audacity (presume that Audacity has no use for internet normally -- at least that's my use case), it will probably try to download a second stage from the internet, and you want to block this. Unfortunately, OpenSnitch probably cannot detect "Audacity has spawned wget and you have allowed wget, but only as a child of bash in your terminal launched from your DE startup script, not as a child of Audacity".
This is not entirely made up (only the exploit part), there was indeed an Audacity telemetry incident: https://www.google.com/search?client=firefox-b-e&q=site%3Ane...
As another real-life example, I have discovered that Stardict scans clipboard by default and tries to translate what it finds there using an online dictionary. This includes passwords in your clipboard. https://jenda.hrach.eu/w/et#stardict (the linked page contains several other less severe examples discovered about 2014-2016; I'm not in infosec anymore, so I'm not looking for this that much)