And what good is a firewall that only does half of the work? You'd still need another one, making the Windows one kinda useless...
Well, let's be honest here. The severity of outgoing traffic being a security hazard versus port specific (meaning trojan blocking) inbound is incredible. People have more to worry about going in than out, and creating an outbound filter is just asking to break commonly used programs that most users on Windows will have no clue on why they suddenly stopped working.