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Outgoing new connection to linked Websites – why?

I host a WordPress site and wanted to fine-tune my firewall. Therefore I blocked all outgoing NEW connections, except to the wordpress servers for updates.

This works fine – but I noticed, as soon as I publich a post with links in it (with <a> tags) my computer wants to connect to the IPs, where these links are hosted.
So in my logs I see failed NEW connections to all IPs, to which I link. Despite blocking these, my post looks fine – I just wonder, why wordpress makes a connection to these sites.
Can anybody give me a hint here?

Jus a sidenote: I have disabled the WordPress Update Service completely.

// Edit 13.01.2022

I assume that the first answer here is right and pingbacks are the cause of my problem. The strange thing is, that connections are opened to every site I link in my blog posts (despite being another blog, a news site or a peer tube site). I further have deactivated (since months)

And it is deactivated under "new posts" in the "discussion" setting of each post. Nevertheless, as soon as I update an old post or post a new one, wordpress obviously tries to connect to every linked ressource in my article – which is very annoying.

I have read an older article about disabling pinging, but in this article it also says:

First, understand that the do_pings entries are added only when Pings are enabled in the WordPress General settings (visit Settings > Discussion > “Attempt to notify any blogs linked to from the article”). So you can disable future occurrences from there.

Understand that disabling this setting means that your site will not ping any linked resources. No big deal really, but be advised.

So I think I should be "good to go" – but I’m not. Can anybody help me here and tell me, why I still get pings?

Thanks and greetings

Matse