Blacklisting IP Address has zero effect - Mail Filters

I am using PMG 6.4-4 and have added a couple of IP Addresses to the Mail Filters Blacklist. There seems to be no effect and the offending IP Addresses can still connect in the usual way. They are eventually rejected because they appear in DNSBL lists.

I would have thought that finding an IP Address in the Blacklist would cause PMG to simply disconnect without doing any further tests.

Can someone enlighten me as to the purpose of Blacklists if they appear to be ignored.

The mail gateway is...

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