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Hi Tino,

Thank you for reaching out to Sophos Community and for the feedback.

I recommend contacting Support or your Sales partner to input this into your Account as a Feature request. 

Tino Korth | DrehPunkt GmbH 
Thank you for posting in the Community. 
When users report emails as spam, our labs don't automatically tag is as one. Investigation and research is done to see if a part of it or the whole deserves to be labeled as one. Also, there are algorythms (and other technologies) involved to calculate the spam probability based on each different attributes of the email.
The bigger the attribute that you block the more chances of false positives. So given this, blocking a domain is indeed part of the investigation done however it is usually more specific due to the false positive aspect.
Blocking a domain can be done within the Blocklist though either  through the Admin blocklist or SSP.
If you still would like to have a feature request lodged for this, I would recommend contacting your Sophos Sales representative.

In my opinion are the "short functions" also functions you can do in the SSP. But it would be nice to have the "short function" also with putting the domain onto the black list without the need of logging into the SSP.