How the blocked user feature works?

I blocked users but some of them can still see my feed's posts and are able to answer to it, not only, I just blocked an user and he/she was able to send me a PM after I blocked him/her. 

So how exactly this block users feature works?  

What's the point to block if  they can still have access to my profile? 

Besides the PM I received was very nasty, I got attacked on personal level, is there a way to report a PM? 

Thanks for explaining, I know you are very busy managing the site, but I hope you will give this feature an high priority. Blocking users prevent the discussion to degenerate, this would also mean less report to dealt with.