Yosemite has caused many apps to prompt "allow incoming internet connections" - every launch I've done my research and found some really ancient questions, including this one, Always Asked to Configure Firewall for iTunes, where the firewall on OS X asks to allow incoming internet connections every time I launch an app that is internet connected. 

This has only happened since I upgraded to yosemite. This is also doing the same for apps like steam that need to use accessibility features for in game overlays. 

I've tried several fixes, including re-installing apps, to no avail.

It seems that since the yosemite upgrade, it just doesn't seem to store preference information, like it's stuck in a certain state and nothing will override it.

Any help out there please as it's becoming quite an annoyance!
Sadly, adding the permission to the Firewall preference pane doesn't work.  It may work for one launch, but the problem returns when you quit and launch it again.  OS X doesn't like unsigned apps and will ignore your preferences for your own protection.  I had the same problem with Kodi and the only way around it was to sign the application yourself using the shell command prompt.

sudo codesign --force --sign - /Applications/Steam.app/ 


You will then have to OK it once to allow a connection, but it will then stop nagging you finally.