I've never heard one of these. But maybe it can happen if someone reports you or if you did something illegal in your transaction, these are the only factors that I think can lead to your wallet getting blocked.
Illegal or not. Blocking a wallet where you hold the private key is impossible.
If you use some shady internet "wallet", where you do not know your private key, then that service provider can block your wallet, or steal your coins for whatever reason.