1. Sufficiently advanced routers that have such functionality are expensive and generally complex to manage
2. The reason tools like Little Snitch are valuable is they instantly indicate that a connection was attempted, indicate which binary/app attempted it, and allow you to decide whether or not to allow the connection in realtime
Being able to associate a specific action you’re taking (e.g. clicking a button in a specific app) with a specific network request isn’t really feasible when the device keeping track is not the device you’re currently using.
It’s significantly harder to retroactively analyze connections once you’ve completely lost the context of what initiated the connection.
The only way to make a centralized device achieve the same thing is to institute a default-deny policy, but carefully allowing only the connections you want becomes tedious and quickly leads to just giving up for practical reasons.
