Share your experience!
I don't know why call blocking is missing but you can achieve it via a similar method.
Open a contact and click the pencil edit button. Then click the 3 dots in the top right and you will have an option "all calls to voicemail".
I have a contact in my phone called "blocked numbers" which is set to all calls to voicemail. Now whenever a telemarketer calls me I longpress the call entry and click add to contacts and add it to my blocked numbers contact. If I move phone, I just have to set that contact to all calls to voicemail again and I'm set.
Still no way of blocking unknown numbers, but this probably is a good thing because often hospitals and doctors use unknown.
My old Lumia sent the caller a message saying the phone did not accept calls from their number. Having all those unwanted callers record voicemail messages seems like a poor workaround. Sony should explain why they eliminated such a basic phone feature.
Good luck with that..