My Block List
If an individual website owner adds an IP address or a range of IP addresses to the their "My Block List", the visitor will be banned from entering the site. When a user is banned, no CAPTCHA option is presented so there is no way for the visitor to access your site. The Block List is appropriate to use when you know, with a high level of certainty, that you do not want the IP address to visit your site. You can easily add or remove IPs to your block list.
You can also choose to add a country to your block list.
When you add a country to your block list, all visitors originating from that country are challenged, not banned.
Since they are challenged, visitors are given the option to pass a CAPTCHA to get on to your site. Challenged visitors also have the ability to write a short note to the web site owner, which you can see from your Dashboard.
The reason why CloudFlare does not ban an entire country is so that good users, residing in a country that tends to generate malicious activity, are still able to access tools they need online.