Blocked Vendor notification prior to Voucher in procure to pay

We are setting up financial sanctions. During a test of whole procure to pay process I noticed when I added a blocked vendor to the following processes I never received a notification that the vendor was blocked prior to Voucher

• Requisition -> no notification
• PO -> no notification 
• Receipt - >No notification
• Voucher -> No notification until I ran matching with approvals. Once matched and approved, I got the warning about a possible blocked vendor.

Is this normal operations? It seems our requestors could engage in business with a vendor and receive a good/service before the requestor realizes they should not have been doing business with them.