" Normal " and as for correction by Apple. Refer to last portion of this reply
I agree the " wording " in Mail could be better

As pervious Contributor has mentioned, it does get move to Junk Folder
This is my understanding.
Sometimes we mark a Sender as Blocked and sometimes in error or we have a change of mind.
Better it goes to Junk before Deleting ?
Then have a few suggestions ;
1 - Get Support Choose a product and we’ll find you the best solution.Start now and open an Apple Support Ticket as they are Apple Employees to deal will these types of issues .
2 - Product Feedback - Apple and make it known to Apple regarding this ongoing issue