Why SpamAssassin blacklist for mail address does not work as described: "Email messages coming from senders in the black list are blocked."?
The messages from added email addresses are just marked as Spam or moved to spam folder, but not blocked.
This is expected behavior.
SpamAssassing mechanism based on Scores. Adding address to individual black list gives it a score 100 which makes detect and process this message as spam. What to do with such messages is defined on the top of the same page under option "What to do with messages classified as spam" at Domains > example.com > Email Addresses > firstname.lastname@example.org > Spam Filter tab.
In order to not receive messages added to blacklist select option Delete all spam messages:
Refer to the Plesk documentation for more details regarding SpamAssassin work.