I was referring to software firewalls. Obviously it's bad if a VPN is leaking traffic, but that's not confirmed yet... or at least I couldn't find any proof of that in the linked tweets.
This is an interesting opinion, considering that iptables has been able to do this for decades, and nftables can, too. It is trivial to filter outgoing traffic and there are even convenient GUIs to do so.
Filtering outbound traffic using iptables and the Windows firewall is supported. In addition there are multiple 3rd party software firewalls for Windows which also support filtering outbound traffic.
