How can I block an email sender on all my Apple devices?

When I block an email sender on my iPhone, it is not being blocked on my Mac, and I have to block it on the Mac as well. I also have an iPad where I have the same problem.

I am using all devices for the same email account on the Apple Mail app and really would like to be able to block a sender on whichever device I am using, and have this instruction copied on all devices.

Can I do this?

[Re-Titled by Moderator]

Original Title: Block an email contact on multiple devices