Since the Site Blocking is integral to the web shield, which only monitors http traffic it won’t be monitoring https traffic so can’t apply any block you try to apply for it.
In all honesty I don’t believe that the site blocking should be use for any major blocking activity, I have always stated if you want to block sites do it at firewall level or use the HOSTS file or a HOSTS file management program. Not only are these more user friendly they are easier to maintain, if you use a HOSTS file manager, you can also let it do the management.
I still think it should be a possibility to block the connection using Network Shield which should be able to do that. Who cares if it doesn’t place the notification inside the webpage, i think users want the blocking feature (functionality) more over eyecandy…