Since you have mentioned that you do have TunnelBear installed I am assuming you have the same issue as me.
TunnelBear installs a service named TunnelBear Maintenance (the exact service name is TunnelBearMaintenance).
It seems that when this service is running it somehow manages to remove every non predefined rule (or every rule with a blank group) from the Windows Firewall Inbound/Outbound rules lists.
Stopping this service will give you the old (expected) behavior back but you will have to Allow Access in the Windows Security Alert again for every application that requests network access one more time.
To stop the service press Start and search for Services and open it. Then search for the service TunnelBear Maintenance (just start typing it). Right-click -> Properties. Press the Stop button and then also change the Startup type to Manual. This will only start the service when you start TunnelBear.
However, every time that you start the service it will remove all rules mentioned above so you will have to stop the service manually (or it will stop automatically after a system restart) and you will have to Allow Access in the Windows Security Alert again for every application that requests network access one more time.