My message appear exactly after upgrade 16.5.0 to 16.5.3, We all see this message in 16.5.2 version and above.
So as far as we know this happened because microsoft add something new in 16.5.2 and above, It can’t be anything except microsoft work since we all have seen this firewall message.
My file was in C:\users\username\appdata\local\temp\xamarin\xma\broker.local\16.5.000.533\broker.exe
This access will add a record in firewall advanced “Inbound Rules” Which means grant an access from outside to our PCs on UDP/TCP.
Conclusion :
Personaly i allowd this file in firewall because i have tons of problems in xamarin (special to connect to Mac) and i don’t want to add more, I suggest you all do the same.