Linux per program firewall similar to windows and mac counterparts
- Yes it's possible. You will need to setup firewall rules to route traffic through an userspace daemon, it'll involve quite a bit of work.
- N/A
- Because they're pretty pointless - if the user understands which programs he should block from net access he could just as well use one of multiple existing friendly netfilter/iptables frontends to configure this.
It is possible, there are no restrictions and at least one such application exists.
I would like to clarify a couple of points though.
If I understood this article correct, the firewalls mentioned here so far and iptables this question is tagged under are packet filters and accept and drop packets depending more on IP addresses and ports they come from/sent to.
What you describe looks more like mandatory access control to me. There are several utilities for that purpose in Linux - selinux, apparmor, tomoyo.
If I had to implement a graphical utility you describe, I would pick, for example, AppArmor, which supports whitelists, and, to some extent, dynamic profiling, and tried to make a GUI for it.
OpenSUSE's YaST features graphical interface for apparmor setup and 'learning' , but it is specific to the distribution.
So Linux users and administrators have several ways to control network (and files) access on per-application basis.
Why the graphical frontends for MAC are so few is another question. Probably it's because Linux desktop users tend to trust software they install from repositories and have less reasons to control them this way (if an application is freely distributed, it has less reasons to call home and packages are normally reviewed before they get to repositories) while administrators and power users are fine with command line.
As desktop Linux gets more popular and people install more software from AUR or PPA or even from gnome-look.org where packages and scripts are not reviewed that accurately (if at all) a demand for such type of software (user-friendly, simple to configure MAC) might grow.
To answer your 3rd point.There is such a program which provides zenity popups, it is called Leopard Flower:http://sourceforge.net/projects/leopardflower