The option to redirect (or block) a specific URL request.

For example, instead of simply seeing that "facebook.com" is blocked, the user is forwarded to "workplace.com", the version of Facebook that is used by the company.

Or perhaps you have a customer / vendor with something unnecessary... like tracking and a survey in every email signature that causes a problem; or a website containing auto-play videos that aren't good for a user's slower connection. You can identify/block that specific request without blocking their entire website.