What I want for all these services (Little Snitch, ESET, etc) is an EasyList-like ... list. A community-aggregated and reviewed list of servers that don't merit my connection. I'd pay a monthly subscription fee for that.
I'd also like separate lists for
* "this wifi is public, be extra cautious"
* "this wifi is public, be nice and don't torrent, do backups, etc"
* "I'm on a metered connection (e.g. LTE), don't run torrents, backups, etc"
edit: for anyone looking for a monetizable idea: this post has 41, no 42, no 43 points in about an hour. Probably a good idea...
My solution right now (on macOS) is Gas Mask[1] (a menubar hosts file manager) combined with some very nice hosts files[2]. It certainly kills of most of the pop-ups I run into.
[1]: https://github.com/2ndalpha/gasmask [2]: https://github.com/StevenBlack/hosts