Little snitch[1] can help you out when self-hosting. When not self-hosting, all bets are off and my default stance is "expect the worst".

[1] https://www.obdev.at/products/littlesnitch/index.html

Edit: LS is MacOS oriented. I'm sure there are others, but I'm not into it. I feel it should be an OS-level feature, but who am I.