Hi Peter,
Access restrictions in App Service are equivalent to a firewall allowing you to block and filter traffic. Access restrictions apply to inbound access only but if you want to control both Inbound and outbound traffic for your app services , yes then using Azure firewall here could be good option.
Please check docs -->
Azure Firewall Outbound Traffic
If you have any questions , let me know
Please accept answer if it helps
Thanks
Deepanshu