Windows Firewall has blocked some features of IntelliJ IDEA - security

Question

I installed IntelliJ IDEA 2016.3 Community Edition and I created a simple Java class containing a main method that just prints a message. When I run that "program", the following window appears:
Windows Firewall has blocked some features of this program
Window Firewall has blocked some features of IntelliJ IDEA on all public and private networks.
If I go to File > Settings... > Appeareance & Behavior > System Settings > Usage Statistics > Allow sending usage statistics to JetBrains s.r.o is unchecked.
If I go to C:\Users\myusername\.IdeaIC2016.3\system\log:
build-log\build.log - nothing seems to be suspicious
idea.log - the only interesting lines are:
at the first run, when the Windows Security Alert window appeared, there are 5 blocks that look like this (not identical):
2016-12-01 09:42:53,814 [ 662361] INFO - il.indexing.FileBasedIndexImpl - Rebuild requested for index org.jetbrains.kotlin.idea.versions.KotlinMetadataVersionIndex
java.lang.Throwable
at com.intellij.util.indexing.FileBasedIndex.requestRebuild(FileBasedIndex.java:72)
at org.jetbrains.kotlin.idea.versions.KotlinUpdatePluginComponent.initComponent(KotlinUpdatePluginComponent.kt:62)
at com.intellij.openapi.components.impl.ComponentManagerImpl$ComponentConfigComponentAdapter.getComponentInstance(ComponentManagerImpl.java:501)
at com.intellij.openapi.components.impl.ComponentManagerImpl.createComponents(ComponentManagerImpl.java:125)
at com.intellij.openapi.application.impl.ApplicationImpl.lambda$createComponents$8(ApplicationImpl.java:441)
at com.intellij.openapi.progress.impl.CoreProgressManager$3.run(CoreProgressManager.java:179)
at com.intellij.openapi.progress.impl.CoreProgressManager.registerIndicatorAndRun(CoreProgressManager.java:568)
at com.intellij.openapi.progress.impl.CoreProgressManager.executeProcessUnderProgress(CoreProgressManager.java:519)
at com.intellij.openapi.progress.impl.ProgressManagerImpl.executeProcessUnderProgress(ProgressManagerImpl.java:54)
at com.intellij.openapi.progress.impl.CoreProgressManager.runProcess(CoreProgressManager.java:164)
at com.intellij.openapi.application.impl.ApplicationImpl.createComponents(ApplicationImpl.java:448)
at com.intellij.openapi.components.impl.ComponentManagerImpl.init(ComponentManagerImpl.java:109)
at com.intellij.openapi.application.impl.ApplicationImpl.load(ApplicationImpl.java:400)
at com.intellij.openapi.application.impl.ApplicationImpl.load(ApplicationImpl.java:386)
at com.intellij.idea.IdeaApplication.run(IdeaApplication.java:190)
at com.intellij.idea.MainImpl$1.lambda$null$0(MainImpl.java:47)
at java.awt.event.InvocationEvent.dispatch(InvocationEvent.java:311)
at java.awt.EventQueue.dispatchEventImpl(EventQueue.java:756)
at java.awt.EventQueue.access$500(EventQueue.java:97)
at java.awt.EventQueue$3.run(EventQueue.java:709)
at java.awt.EventQueue$3.run(EventQueue.java:703)
at java.security.AccessController.doPrivileged(Native Method)
at java.security.ProtectionDomain$JavaSecurityAccessImpl.doIntersectionPrivilege(ProtectionDomain.java:76)
at java.awt.EventQueue.dispatchEvent(EventQueue.java:726)
at com.intellij.ide.IdeEventQueue.dispatchEvent(IdeEventQueue.java:363)
at java.awt.EventDispatchThread.pumpOneEventForFilters(EventDispatchThread.java:201)
at java.awt.EventDispatchThread.pumpEventsForFilter(EventDispatchThread.java:116)
at java.awt.EventDispatchThread.pumpEventsForHierarchy(EventDispatchThread.java:105)
at java.awt.EventDispatchThread.pumpEvents(EventDispatchThread.java:101)
at java.awt.EventDispatchThread.pumpEvents(EventDispatchThread.java:93)
at java.awt.EventDispatchThread.run(EventDispatchThread.java:82)
after closing the Windows Security Alert window and running again:
java.io.IOException: An existing connection was forcibly closed by the remote host
at sun.nio.ch.SocketDispatcher.read0(Native Method)
at sun.nio.ch.SocketDispatcher.read(SocketDispatcher.java:43)
at sun.nio.ch.IOUtil.readIntoNativeBuffer(IOUtil.java:223)
at sun.nio.ch.IOUtil.read(IOUtil.java:192)
at sun.nio.ch.SocketChannelImpl.read(SocketChannelImpl.java:380)
at io.netty.buffer.PooledUnsafeDirectByteBuf.setBytes(PooledUnsafeDirectByteBuf.java:288)
at io.netty.buffer.AbstractByteBuf.writeBytes(AbstractByteBuf.java:1100)
at io.netty.channel.socket.nio.NioSocketChannel.doReadBytes(NioSocketChannel.java:367)
at io.netty.channel.nio.AbstractNioByteChannel$NioByteUnsafe.read(AbstractNioByteChannel.java:118)
at io.netty.channel.nio.NioEventLoop.processSelectedKey(NioEventLoop.java:631)
at io.netty.channel.nio.NioEventLoop.processSelectedKeysOptimized(NioEventLoop.java:560)
at io.netty.channel.nio.NioEventLoop.processSelectedKeys(NioEventLoop.java:474)
at io.netty.channel.nio.NioEventLoop.run(NioEventLoop.java:446)
at io.netty.util.concurrent.SingleThreadEventExecutor$5.run(SingleThreadEventExecutor.java:873)
at java.lang.Thread.run(Thread.java:745)
What is IntelliJ IDEA trying to do?
And how can I prevent the cause for going to that Window Security Alert window?
Edit:
It also happens in IntelliJ IDEA 2017.1.