Firewall doesn't block programs

I tried to get Bitdefender Total Security 2017 to block certain programs from accessing the Internet, but it didn't work, so I used chat support and was disappointed to be told that was how it was supposed to be. Here is the transcript from our chat so you can see what I am talking about:-

Q: Please detail your request below.
A: Firewall Problem

June 16, 2017, 3:13 pm - [Agent] : Hello Brian. How may I help you?
June 16, 2017, 3:13 pm - Brian : Hello [Agent]
June 16, 2017, 3:13 pm - Brian : Can you tell me why the firewall doesn’t block some programs from accessing the Internet, even if set to do so?
I uninstalled Bit Defender Total Security yesterday because it was allowing the likes of Ashampoo and Calendarscope to give me unwanted messages about upgrading, or offering other products for sale, supposedly at discount rates. I now have Kaspersky on my PC and that is not allowing the example programs I have mentioned to run these advertisements. Any possible explanation?

June 16, 2017, 3:14 pm - [Agent] : Hello Brian!
June 16, 2017, 3:14 pm - [Agent] : Do you have those softwares installed on your computer?
June 16, 2017, 3:15 pm - Brian : Yes I do. I use Ashampoo for making CDs etc, but while I like it, I hate the constant special offers that keep popping up.
June 16, 2017, 3:17 pm - [Agent] : The messages that you get from the software are add's, those ones can't be blocked by Bitdefender because the software is installed on the computer, which means that you've allowed the privileges of the software.
June 16, 2017, 3:18 pm - Brian : Oh I see, so the firewall in Bitdefender is not as feature-rich as Kaspersky then, because I can certainly block them with that software. It looks like i'll have to stick with Kaspersky then.
June 16, 2017, 3:19 pm - Brian : OK, at least now I know. Bye.


I notice that quite a few people seem to be having problems with Bitdefender's firewall, although usually the opposite of the problem I had.