The new macOS Big Sur changed a lot of things and introduced new mechanisms. One of the biggest changes was deprecating kernel extensions that, among others, allowed a comprehensive way to filter network traffic. Basing on Network Kernel Extensions, firewall developers were able to code their products. On Big Sur, firewalls should be made using the Network Extension Framework. Unfortunately, as it turned out, Apple created an allowlist of their apps that legitimately bypass any filter you set using your firewall.