I haven't checked this SGC15.exe, but I see no reason why the stand-alone version of Adobe Acrobat Reader would need internet access. So I would tell ZA to disallow it and see what happens.

If you find that the reader fails for any reason, then you can open up the ZA control panel and allow internet access and see if that solves the problem. You may have to close the reader and re-start it.

In fact I would do that differently. ZA has the option to "Ask". As long as you remove the tick in the ZA pop-up to "remember this action", and allow access this time, then you have made no permanent change.

But no, I don't see why it needs internet access.