I am also seeing this issue only since last week. Massive pain at the moment & occuring with multiple EXE files.
Example:
Own created, unsigned EXE from visual studio.
Working for 2+ years no issue.
Now Kaspersky blocking the outgoing connection.
Open windows firewall advanced settings > select the program > next > Shows as "Block this connection". Change to Allow. Try to run again, still blocked. Back to re-do this step & again is shows "Block this connection".
The specific EXE is added as a trusted program in Kaspersky & also to the exclusions list & also added to trusted application network rules.
Also restored defaults, same issue occurs again. Windows showing as Kaspersky controlling windows defendor.
The ONLY solution I have found so far is re-name the EXE file, E.g. "my exe 2.exe" & the internet connection is not blocked but in time it will be blocked again, I cannot say exactly how long because it seems to be completely random.
Windows 10 Pro 64 Bit
Kaspersky Total Security 21.3.10.391 (j)