It shouldn't even go out without your persmission.
You are missing the point. In the year 2020 with modern Windows (W7 and newer), we should not have to give permission to every program we intentionally download and install. That is too aggressive. If you want that sort of required interaction, fine. But it just is not needed.
It should be blocked by default, that's the purpose of a firewall.
NO!!! The purpose of a firewall is to block
unauthorized access attempts. When you, an authorized user of that machine, intentionally visit a site, intentionally download and run a program (that is scanned on the way in and found to be safe), that is not an unauthorized access.
Now if LeakTest demonstrated some malicious activity, that would be different. But it doesn't.
Windows Firewall, by default, is letting anything go out without you could even notice.
No its not. Just because it let LeakTest out, that does NOT, by any means, mean it will let "anything" go out.
And again, this program was deemed safe via my browser, router,
two real-time anti-malware solutions (Windows Defender and Malwarebytes Premium) and the firewall on the way in.
If you are that worried about unauthorized "outgoing" access attempts, I suggest you re-evaluate your incoming/real-time protection. I have full confidence in mine.
Again, if what you are suggesting were true, many 100s of millions of Windows Firewall users, as well as most 3rd party firewall users, would be compromised. Ain't happening. Remember, as the documentation for Leaktest reports, most personal firewalls fail this test.
Show us the evidence because LeakTest alone is not it. If it was, why doesn't the much more thorough ShieldsUP! from the same Steve Gibson report problems?
Another good test is
this one from Hacker Target. Enter the IPv4 IP address assigned to you by your ISP. If you don't know it, use
WhatIsMyIP.
Also,
Shield Check.
Any malicious programs can go out wihout your permission if you don't block all the outgoing traffic then do your own rules.
No. Sorry, but that is just nonsense! I am afraid you don't understand computer security software at all - or maybe you are one to not run with any security?

Or maybe you just let "any malicious program" run on your systems. I don't. If any try, I block them via Windows Firewall, my browser, and my anti-malware programs BEFORE they can come in.
If you don't trust Windows Firewall, don't use it. No skin off my back. But please stop spreading FUD by suggesting to others it is not safe. If is.