Most organizations I've set Sentry up for tunnel the traffic through their own domain, since many blocking extensions block sentry requeats by default. Their own docs recommend it as well. All that to say, it's not trivial to fully block it and you were probably sending telemetry anyway even with the domain blocked.

With the right tricks (CNAME detection, URL matching) a bunch of ad blocking tools still pick up the first-party proxies, but that only works when directly communicating with the Sentry servers.

Quite a pain that companies refuse to take no for an answer :/