It’s a sort of bug, i suppose (although it might also be a feature, as the behavior is a bit odd), but “new rule” popup windows don’t show up if you’ve just logged on to your PC via Windows Remote Desktop, and you haven’t restarted cfp.exe yet. As soon as you do, the requests show up, but as long as you haven’t, everything will be blocked and automatically denied. This behavior has been around for a while already, and I don’t think it recurs when you disconnect and reconnect RD, but I figured i’d report it, now that I was here for a bit again anyway.
that said, i’d like to thank you for creating this wonderful product.