Unfortunately the average user is notoriously good at getting infected from anything from rootkits to "free" screensavers. If it looks good they'll click on it, install it and click yes to every warning. Unfortunately for us this is the group of users we are pandering to.
While Ubuntu has done an excellent job providing a secure OS, and the community has helped refine and improve it, there still remains a need to run potentially malicious programs locally. It therefore becomes important to provide as many tools as possible to "sandbox" applications. While experts can block communication on certain ports, certain protocols and IP addresses; there is still a need to block communication on a program level. We need an interactive method of stopping communication before it initiates and deciding whether to Allow or Deny.