Hi There,
Looks like we were both trying to add our comments to this post at the same time and ending up locking it.
If you observe my original reply does not seem complete. Some of my points did not get saved. Further my initial reply to you [not the original reply to Sriharsha] also does not appear.
Anyways, if you see my earlier suggestion, I have clearly mentioned that - this solution is not perfect but can be achieved without coding.
While creating the Order Block Reason and assigning it to Document Types is a Customizing Activity whereas assigning the Blocking Reason to a set of Customers is a Master Data Transaction Activity.
It does leave the Blocking Reason to be available to all situations of assignment to other customers [for those set of Document Types] also as this is an open assignment and will not prevent being used for others.
Depending upon whose angle we are looking at this from[Functional or Technical], it is a lesser of an evil, compared to trying to use User Exits or Coding to achieve this[ which sometimes get lost in tons of other custom coding] 
.
It is a choice based on Options and actual business requirements.
Hope I made sense to you and Sriharsha.
Thanks.