*Update*
It seems such prompts have only occurred for a couple of people, for the majority (tested switching to new teams myself) Teams seems to be adding it's own new firewall rules ok, up to 4 rules for ms-teams.exe and ms-teamsupdate.exe, UDP and TCP.
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How do we deal with (GPO) firewall rules for this, since the windowsapps folder name changes for every new version requiring us to create a new rule for each version, see: https://answers.microsoft.com/en-us/msteams/forum/all/whitelist-new-teams-firewall-gpo/1f60f38e-466a-4acc-88f6-892db418ef7e
I.e. Classic teams never had an issue with updates and a firewall rule to allow C:\Users\<USER>\AppData\Local\Microsoft\Teams\Update.exe
Now for every update, our users will receive a firewall UAC they can't answer and have to call IT because the dir name changes: C:\Program Files\WindowsApps\MSTeams_23285.3604.2469.4152_x64__8wekyb3d8bbwe