LittleSnitch works at the L3 and L4 layers (IP address and TCP/UDP port) of the protocol stack. URLs are at Layer 7 (application). While it is entirely possible that they could add that feature, it would likely eat up more CPU/memory than they want to, so they decided not to. There are several other software solutions that can do web filtering, so you may want to look at one of those. K9 web protection is an example, and it is free to use.
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