As a Little Snitch user, I'm inclined to agree, but I find that I sometimes end up in a state of "WTF wants to use the network now?!" saturation.
My solution for that is to deny anything I don't recognize, and create rules for things I see more than twice, but if you're conditioned to click "OK" on everything you see, Little Snitch isn't going to to much for you...
I really wish Little Snitch could generate aggregate rules for apps. I keep having situations where an app starts making requests over and over until I realize that the developer is using https requests to cdn###.somehost.com where ### is apparently a dozen or more different hosts, and the only option I have is to just allow all https traffic rather than more granular by-host rules.
My solution for that is to deny anything I don't recognize, and create rules for things I see more than twice, but if you're conditioned to click "OK" on everything you see, Little Snitch isn't going to to much for you...