MicrosoftLike I said, multicasts are delivered to everyone: all hosts that are interested in that multicast (based on address) and all sockets on those hosts that are interested in that multicast (based on port and multicast group memberships). In this case, these three processes are all mDNS implementations and expect to receive all multicasts to 224.0.0.251:5353 and [ff02::fb]:5353 on the network, including those sent by other processes on the same host.
I don't know what you're trying to achieve with firewalling or what it's capable of, but pretty much the only firewalling for mDNS that makes any sense, if you're certain you don't require the functionality, would be completely blocking it (inbound and outbound) on a host or, if the firewall has that capability, to/from a process (though that would require selectively preventing delivery of a multicast to some sockets but not all, and I don't know if that's actually a thing).
