I learned Azul in person with 3-4 players (where most of us were new and did not know advanced strategy). When I first played here with 2 I found a lot more calculating of last move, forcing opponents to take big stacks, taking stacks not because you need them but to block the other player. Perfectible valid way to play but it was a learning curve from the in person games where we did not do that. When I switch to mostly 3/4 players I found a lot of that went away.
In Azul and in other games, players who are often friends have a quid-pro-quo of "I won't be mean to you if you won't be mean to me". That is a different but equally valid meta. I won't block them - not because I am being nice, but because then they will not block me. If you are used to that meta and you come here then you will find a culture shock as people here play more cut throat. Different meta, equally valid.
So - don't feel bad about blocking. It is up to you if and how you respond, but they more that they play in BGA the more they will learn that this is how most players in BGA are.
Somewhat related is an interesting thing I discovered about myself. I normally play on a computer where I can see every board. I occasionally play on my phone, where I can only see my board unless I scroll around. When I play on my phone I play much more "my game" where I only am concerned with my points and when I play on a computer I see (and play) the impacts to all other players much more.