Indeed this rule will block any incoming traffic. Because the attacks where using protocol UDP it was trying to connect to the OS directly in some way, it is kinda difficult to understand(I still dont in some way). hehe
But that was it.
The internet will work great with this rule because your are blocking only incoming connections. Besides, you have the application based rules so you are good to go!!
Thanks COMODO
Yea. I have no need for inbound connections so I use that rule too (and I still have a firewalled router). I also allow all outgoing (but since CFP checks application rules first on outgoing, nothing can phone home.