Note that you might also want to look at network firewalls which stop whole network protocols from doing stuff, and application sandboxes.
Application firewall, with emphasis on outgoing connections and very nice UI/monitoring.
As soon as you’re connected to the Internet, applications can potentially send whatever they want to wherever they want. Most often they do this to your benefit. But sometimes, like in case of tracking software, trojans or other malware, they don’t.
But you don’t notice anything, because all of this happens invisibly under the hood.
opensnitch is an open port of Little Snitch. It has dicey reviews but looks much better than nothin’.
Apparmor and sandboxing technology can probalby be made to do this.