if you remove the rule for a certain component, when this component tries to connect, the CFP will ask you again what to do...
That depends on the components loaded and the mode selected: Learn or On.
In Learn mode, almost every file is Allowed by default without prompting you. That's the reason why CFP's default setup is in Learn mode; otherwise you'll be bombarded with prompts for known files.
In On mode, you'll be alerted for everything that isn't on the CM list yet.