Rascals are always sociable, and the chief sign that a man has any nobility in his character is the little pleasure he takes in others company. Arthur Schopenhauer

Little Snitch does not trigger an alert when a TCP connection is established but instead is triggered when application data is sent across the connection. So if you set up a TCP connection and immediately close it, before sending any data across it, an alert will not be triggered by Little Snitch.

You can test this without installing anything on your computer with the nc command.

Little Stitch