When this box appears, you have a few choices. On Windows 7 and 8, you see the “Windows Firewall has blocked some features of this app” message instead. On Windows 10, you see a “Windows Defender Firewall has blocked some features of this app” pop-up.
This ensures connections aren’t silently blocked without your knowledge. You can then choose whether to allow the connection through. But the first time it blocks connections to a new application, this message pop up. The Windows Firewall blocks incoming connections by default.
You only see it with specific types of applications, such as media servers, games with multiplayer features, online file-sharing tools, and other server applications. You don’t see this prompt for most applications you use, like web browsers and email clients. This message appears when an application wants to act as a server and accept incoming connections.