The top rated comment is also misleading. This functionality (filtering Apple app traffic using Little Snitch) used to be possible before Apple made it impossible. The fact that you can still route Apple app traffic through a system-wide VPN doesn't change that a bunch of more-selective firewalls/VPNs have effectively been nerfed by Apple's actions.

So yes, Apple is in the wrong.

Edit: The article headline is technically accurate (if a little clickbaity): "Apple apps on Big Sur bypass firewalls and VPNs". Yes the do! Not all firewalls. But they bypass some of the most popular ones, like Little Snitch.