The Cross Domain Blocking feature is relevant only to users with more than one domain in their ClickCease account.
When this feature is enabled and the system detects a fraudulent activity made on one of your campaigns, that IP address will be added to the exclusion lists of all of his campaigns - including those in his other domains.
When enabling Cross Domain Blocking on one domain, it doesn't mean you have to enable it on the other domains on your account as well. For example:
DomainA - Cross Domain Blocking enabled.
DomainB - Cross Domain Blocking disabled.
DomainC - Cross Domain Blocking disabled.
In this scenario, the IPS blocked on DomainA will be auto-blocked on DomainB and DomainC. But IPs that were blocked on DomainB/C will not be automatically blocked on DomainA.