There is no option to add blocks of any sort (mag/user/domain) from settings, so it's more likely to be intentionally designed that way, i.e. you cannot add nor see a note on a user by going to their page either, you can only hover.
From how I understand it, you cannot block an instance entirely by blocking a domain i.e. fedia.io/d/lemm.ee, what's blocked would be hosted content like lemm.ee/pictrs/..../[file] and not some link posted to lemm.ee/c/abc, you will have to block from the magazine page i.e. fedia.io/m/abc@lemm.ee to get rid of them one by one. Domain blocking is probably intended for sites i.e. fedia.io/d/www-bbc-com.cdn.ampproject.org
EDIT:
I still want to see comments from lemmy.world users.
I think this is achievable via visiting fedia.io/d/lemmy.world/comments if you're looking for a stream of any and all comments (not just replies to your own threads/posts), not completely certain though!