When I used TCPView, Kaspersky firewall would notify me of a connection. In ESS with Interactive mode, the firewall doesn't notify me. What is happening here?
I've just tried it and I get the same result as you, no notification. But if I click on one of the lines and then file/whois then I do get a notification. Other than the above and for update checking I can see no reason for TCPView to connect to the internet, it doesn't need to.
I think I figured it out, Kaspersky's firewall had a "DNS Call" dialogue that ESS doesn't have, so it won't detect TCPView.