@Alergic, the URLs you wrote are not fully qualified URLs. They would look something like:
http://www.alergic.com/myadmin/scripts/setup.php
That said, I reduced my fully qualified URLs to just the folder/file and they appear to be "working". I used to get from one IP hundreds of page requests for the same URL, now the particular link I added gets at most two requests. I am assuming, which is not always a good thing, that Wordfence may consider the request "block-worthy" after the second hit. Not seeing the third hit may be due to delayed blocking. All this may not be true, as I said I am sticking my neck out and making an assumption.
This feature is not, I believe, intended to replace robots.txt file. That will be the way to tell the search engine bots to tell them not to look there. I also think the "block" Wordfence may provide will be temporary, possibly lasting minutes to break the flow of the intruder. I do not see any entries in my blocked IPs list. This feature may be better called "Request Interruptus" rather than blocked IP.
Cemal