For anyone that wants to switch to Linux and retain similar functionality as this firewall app, there is this: https://github.com/gustavo-iniguez-goya/opensnitch
replies(1):
Portmaster by Safing https://safing.io/portmaster/
Not only is it an application firewall, but also gives you DNS filtering (ie. Pi-Hole basics) and DNS-over-TLS.
Full Disclosure: I'm one of the founders.