Block visibility settings allow to show a block "per page path" OR "per content type" only.
Example: "Recent blog posts" - a pure blog related block.
If "Pages" is set to "All pages" AND "Content types" to "Blog entry" it will show up ONLY on blog posts but not on Blogs page.
If "Only the listed pages" is set to "blog" it will show up ONLY on Blogs page but not on any of blog posts.
If "Only the listed pages" is set to "blog" AND "Content types" is set to "Blog entry" it will not be shown at all. Nowhere.
Isn't it logical to allow it to be visible at Blogs page AND Blog posts?
The same goes for any other block, not only "recent blog posts".
(There are snippets like this one http://drupal.org/node/134425 but they require the PHP module.)