When using Mission Control, there is the occasional problem that a connection alert does not appear on the current desktop, nor on all desktops, even though Little Snitch tells the system to do so. This was reported to us especially under macOS Ventura (at least up to version 13.0.1).
Since this is an issue in macOS that also affects other third-party applications and we cannot reproduce it on our test systems, we ask our users to report it to Apple via “Feedback Assistant.app”. This app is located on macOS Ventura in this path: /System/Library/CoreServices/Applications
Alternatively, Feedback Assistant can be found and launched via Spotlight. The program is self-explanatory.