reverse shell is not blocked?

[junkoi2004 at gmail.com (Jun Koi)]

Hi,

On Windows XP, I play with reverse shell on an exploitation, and it
works flawlessly.

However, I notice that the reverse connection to the remote machine is
never blocked by Windows XP. Meanwhile, many software first time
connect to outside will be blocked, and a message pops up to ask to be
allowd to do so (and user must physically click the "Unblock" buttton
to allow that).

So I am wondering why reverse shell can escape that?

Thanks a lot,
J