Sorry for the late reply. I got hung up on VMware Player the past week os so.
I can think one of many good reason why you would also deny outbound traffic. You can pretty much relate it to a Windows OS or apps that run in Windows. They also call home for one strange reason or another. So on your server, if you or someone on your account installed a script that routes outbound traffic on an abnormal port, you would know.
Shuttle XPC | Intel 865g | P4 3.2Ghz | ATI 9800 Pro
Hosts: Ubuntu 6.10 ~ XGL-Beryl SVN-Gnome | OS X 10.4.8 | WindowsXP
Virtual Appliances: Ubuntu Server 6.10 | WindowsXP | CentOS 4.4