Little Snitch version 4.5.1 and older changed ownership of a directory path controlled by the user. This allowed the user to escalate to root by linking the path to a directory containing code executed by root.
Little Snitch version 4.5.1 and all older versions are affected. Version 4.5.2 released on May, 16th 2020 fixes the issue.
Upgrade to version 4.5.2 or later.
Credit go to Cees Elzinga (Danish Cyber Defence, https://danishcyberdefence.dk) for discovering this issue.