Sometimes there are javascript errors caused by other plugins that might prevent this from working. If you check the javascript console, you may see errors in red that could narrow down the issue. If you haven’t used the javascript console before, this may help:
https://docs.wordfence.com/en/You_guys_wanted_me_to_open_the_JavaScript_console_-_How_do_I_do_that%3F
You might be able to identify a plugin (or the theme) causing a problem in the javascript console, or you can try disabling other plugins temporarily and/or switching themes, and testing if you are able to block addresses then. (This might help even if there are no javascript errors, depending on what is causing the problem.)
If you know where to find your site’s error log file, you can also check to see if there are any errors shown — your host could help with this, if needed, as long as you can tell them the date/time to look for, when you were trying to block an IP.