Users have been begging for this feature for ages.
In fact, the long going thread is marked resolved although the problem was never addressed. Mark (Wordfence author) commented early in the thread with the suggestion of blocking everyone that makes an attempt that is not recognized as a user.
It has been pointed out time and time again that this method penalizes those who make mistakes typing or who momentarily forget their username. This forces users, if they are not the only useer, to balance between security and usability. There should be no need for this.
I have to conclude that for some undisclosed reason, this is difficult to implement (I can't imagine why that would be) or that Mark just doesn't care.
I also have a personal correspondence with Mark, asking for this feature. He responded that he would look to adding it to a future update. That was many, many updates ago.
I started out as a huge fan of this product, bought multiple site licenses and talked it up at WP user's group meetings. When I saw how many people were clamoring for this feature, I assumed that it would be just a release away, then another release, then another.
Now I'm pissed. I am sick and tired of the dozens and dozens of email alerts telling me that user 'admin" at such and such IP has been blocked. I routinely scan my alerts for any of my client's having problems accessing their sites. How to I spot an alert with essential information? If I limit the number of alerts, how do I know I won't miss an important one.
This is such an easy bone to throw, it seems like Mark and company are too wrapped up in their success and in their development to concern themselves with trifling things like customer service.