It looks like our Wwise plugin opens a port for debugging telemetry, but doesn't actually use it. Windows firewall will do an alert for any open port, even if nothing is sent or received.
In other words - it doesn't need to access the internet, but a setting on our audio plugin makes it look like it does!
I tried to point this out in the download instructions, under the troubleshooting drop down, but I realize that people might not look there.
We have a fix for the setting, but we haven't published an update yet.