Update, it looks like our call to connect() from sys/socket.h is the thing that triggers the dialogue box. It returns non-zero after the user clicks "Allow", and the errno is EHOSTUNREACH. But then everything works when the program is re-run, since the connection is not interrupted by a dialogue box. It's difficult to see why the connection request should be refused as 'unreachable' when it clearly isn't once permission has been granted.

p.s. Is the advice from https://developer.apple.com/forums/thread/663906 applicable here? Is it the com.apple.developer.networking.multicast entitlement that we need to use?