This simple feature bumps up the complexity of such a firewall by several orders of magnitude, which is why no similar runtime (like Deno) offers it.
Networking as a whole can easily be controlled by the OS or any intermediate layer. For controlling access to specific sites you need to either filter it at the DNS level, which can be trivially bypassed, or bake something into the application binary itself. But if you are enabling untrusted code and giving that code access to a TCP channel then it is effectively impossible to restrict what it can or cannot access.
Networking as a whole can easily be controlled by the OS or any intermediate layer. For controlling access to specific sites you need to either filter it at the DNS level, which can be trivially bypassed, or bake something into the application binary itself. But if you are enabling untrusted code and giving that code access to a TCP channel then it is effectively impossible to restrict what it can or cannot access.