My guess would be that they don't specifically implement technology to prevent the leak.
Here is an overall results {see the site for more details}
Results of our analyses
In the first phase of our project, we have analysed five firewall families: ZoneAlarm, Kerio, Norton, Outpost and BlackICE. In the second phase, we have already analysed Comodo firewall and Kaspersky Internet Security. The summary of our results follows.
Kaspersky Internet Security 6.0.2.614 is clearly the best product among those we have already tested. KIS is a mature product based on quite a good multilayered security design, which quality is close to the quality of the design of ZoneAlarm Pro. Compared to the tested version of ZoneAlarm Pro, KIS does not suffer from that much serious and critical bugs. The multilayered nature of its protection limits potential attackers to gain a complete control of the system even if some security mechanism is bypassed. On the other hand, there still exists number of ways how to bypass the protection of this product completely. In spite of that, Kaspersky Internet Security is the only product we can recommend to end-users nowadays. We have been informed that future versions of KIS will have better anti-leak protection.
Comodo Personal Firewall 2.3.6.81, now Comodo Firewall Pro, is a firewall with very simple security design, which is far from being perfect and misses some important security features. But the simplicity is also one of the strongest qualities of this product because a potential attacker has not much chances to bypass the implemented protection. Comodo firewall offers the best anti-leak protection among over 20 firewalls we have leak-tested. Comodo firewall is free in its full version, this can be a strong argument for many end-users. Because of the design imperfections, it is relatively easy to bypass the protection that Comodo Personal Firewall 2.3.6.81 implements. However, the vendor of this firewall is working on its new series. We were told that this is going to be much more secure solution. First beta-versions of Comodo Firewall 3 should be available in a few months.
In the overall rating, ZoneAlarm Pro 6.1.744.001 is comparable with Comodo Personal Firewall 2.3.6.81. The main property of ZoneAlarm Pro is very good personal firewall design, the best design among all firewalls we have already tested. The design of ZAP is not perfect, but it is close to the ideal design of personal firewalls. The only reason, why this product is not the number one in our tests, is an excessive number of bugs in the implementation of its security features. This makes the protection of ZAP very ineffective and easy to bypass regardless the good design. Since we reviewed ZoneAlarm Pro 6.1, its vendor have noticeably improved this product, fixed many bugs we have reported and released ZoneAlarm Pro 7, which would probably score much better in our tests than its older version.
Unfortunately, all other products we have tested are parodies of personal firewall software.
Don't forget to read the Vendor responses which some make good points.
Leak Test - see bottom for Vendor Respones 
