Have this same issue for one of our clients tenancies but for using blocked senders instead, temp work around is to use the exchange online PS module.
Run this first:
Get-HostedContentFilterPolicy
Likelihood is you'll only have one policy with info in called "Default"
running the below will return the info of the filter policy. Should be able to see your pre existing blocked senders/domains in the output
Get-HostedContentFilterPolicy -Identity "Default" | Format-List
to add to the list you can run the following:
Set-HostedContentFilterPolicy -Identity "Default" -BlockedSenderDomains @{add="company.com"}
Links: