Stablecoins play an important role in the DeFi industry and helps immensely with liquidity of decentralized finance industry. However, the quirk you mentioned is particular to just centralized version of stavle coins. I feel like they do this in order to stay complaint with regulations.

A decentralized stablecoin like DAI doesn't have these type of mechanisms built in for censoring addresses.

The best thing to do is to not do anything with centralized stablecoin that would trigger addition to the blacklist or just use a decentralized stablecoin like DAI. Most of the addresses in those blacklists are addresses that contain hack funds.