There is an extent to which that's true, but it's still subject to the same consequences. If you block all "incoming" traffic then developers react to it. Apps that need incoming data just maintain a persistent connection to a third party server which passes the incoming data over the open connection.
And the third party server doesn't have any magic logic that couldn't be built into the endpoints, it's effectively just a router to work around the restrictive firewall. But now you have a third party in a position to spy on you or impose censorship.
Edit: I think about it like getting into a stadium, only a few entrances with ticket takers, but there are lots of doors that are exit-only.