Yes, it may be rare for you to have to block an outbound connection, but that doesn't negate the requirement.
Malware attacks don't just come from the internet.
Any malware that manages to get past your defences (be that Internet, undetected/hidden malware, or USB, etc.) will have free reign to connect to the internet to either download more of the same, pass your personal data (sensitive or otherwise, user names, passwords, keylogger retrieved data, etc.) or open a backdoor to your computer, so outbound protection is essential.