A great example of why you need defense in depth. Ideally you'd be running the local firewall on your box, as well as an external firewall.
That being said, this is not ok behavior on Apple's part. There shouldn't be a way for traffic to go around the firewall like this, even if it is just Apple apps.
Because as Apple well knows, once you make a backdoor, someone will figure out a way to exploit it.
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