Firewall Rules Prevents Application Launch!?

I have setup firewall rules to block Deluged (a torrent client) traffic if the VPN is not running. The following rules were implemented (from this post: :

The protocol suggested by Sanya IV Litvyak works great.

However, if I try to start Deluged with the Firewall enabled, the process doesn’t start (it doesn’t even show up in task manager).
The workaround is to turn off the firewall, start and connect Deluged, and then enable the Firewall again

Why do I need to turn off the Firewall each time I want to start Deluged? Do the rules need to be modified somehow?