Windows Firewall, similar to IPtables, can only be set to on or off per rule. Yes, you can configure it however you like, but it has zero interaction with the user while it's running (except for a simple on/off checkbox on first socket listen occurrence).
In contrast, traditional third-party firewall programs for Windows were always fully interactive and would offer much finer control in that way. Something we would call a personal firewall. A personal firewall would allow users to inspect and control each and every network interaction (not just LISTEN).
Ever since I found a folder on my drive titled "xxx was here", back in 1999, on windows, I've been using a personal firewall. Changed many over the years, and now running Fort.