Why would i want it over Windows firewall? Is there any benefits?
Bitdefender includes intrusion detection system. It is not as configurable as some firewalls, but in all reality it need not be. If you want firewall alerts then you have enable Paranoid Mode.
If you stay in Auto Pilot mode, then the Bitdefender firewall take action for the user without user input. By default, Bitdefender firewall allows network access until it detects malicious activity, then it blocks offending file network access.
Creating complicated firewall rules adds nothing to overall security. You either trust and allow a program or you do not trust a file and block it. Restricting access to certain IP addresses, protocols, etc really doesn't do much to protect your system.
The most sophisticated malware have been shown to bypass any firewall, but the likelihood that you will encounter the top 1 % of malware is extremely unlikely.
Bitdefender's firewall is one of the better ones.