There is already such a method. Wordfence-->Options-->Login Security Options-->Immediately lock out invalid usernames. Since you've removed the user Admin anyone attempting to use it would immediately be locked out.
As people have already mentioned, this option locks out valid users who mistype their logins. That's an unacceptable hit to usability. Sure, it's not permanent, but it's still a real problem. What if an admin has to make an urgent update and mistypes her username?
I would also like to request the ability to manually enter a list of usernames that are automatically locked out. This would help with attacks on "admin" and also help with securing sites against disgruntled former users that may have been banned, etc.