It is only natural to be able to block or softblock one user, that you don't want to see or have them see what you listen, if you are able to follow other users. I don't think it makes sense to be able to follow and unfollow but not be able to block !
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Hey
Yes, that make sense and it should be implemented, it’s just not for now but if we get more votes and traction, our team will be revisiting the suggestion sooner.
In meantime you can turn your profile into private, on this link you have all steps to do it. 
Take care.
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