It's confusing if someone posts a Mastodon handle on eg Twitter. If it's a link to their profile, you can't follow them on that page. You have to go to your own instance and paste their handle into the search box and follow them that way.
Oh, and I should add, it doesn't work if you ended up on an instance that doesn't federate with the one that your followee is on. And the UI for that is "it just doesn't show up in search."
Much of the feedback around blocking (instances and profiles) is less than transparent, some of which is by design.
Fully-transparent blocking tends to play to the interests of griefers, abusers, and trolls.
For many instances, blocks are listed on the /about/more page of the instance. Mind that you'd also have to check to see if the remote instance is blocking your own.