The Windows Firewall with Advanced Security must allow outbound connections, unless a rule explicitly blocks the connection when connected to a private network.
A firewall provides a line of defense against attack. To be effective, it must be enabled and properly configured. Outbound connections are allowed on a private network, unless a rule explicitly blocks the connection. This allows normal outbound communication, which could be restricted as necessary with additional rules.
How this relates to the STIG checklist: STIG vs SCAP benchmark.