LSA Shell (Export Version) Requesting Connection?

Installed PrivateFirewall about 3 months ago. While I was learning how to use the program, I got a prompt that LSA Shell (Export Version) wanted to connect to the internet. I allowed the connection when I saw it was associated with lsass, which I knew is a Windows process.

Finally got around to looking over ALL of the processes and programs permissions tonight in PF, and I have some questions about the rules that were created when I approved the connection. I have attached a picture.

Should I be concerned about this connection? Can another process hook into lsass.exe and use the process to connect?