Probably the number you are trying to block is a one-way SMS. You may receive but cannot reply so you can't block.
Do they look like this; BZ-656505, BZ-656700, BZ-624365, TX-BLWHRN etc. Thye can't be blocked. Please contact your Carrier.
Blocking is always two-ways
Types of SMS services known to me.
One-way SMS: A business may have something to say, so they may send a single text message blast to get the word out. For example; Promotional SMS, Notices, Verification Codes, Bank OTPs, Transaction Confirmation, offers, Coupon, Discounts, Flash SMS, Reminders etc
Two-way SMS: This is what most of us use.
SMS Chatbots: The chatbot will allow an organisation's clients to start or stop a service or interact with FAQs.