We have been asking for a wider export/import of avast settings for ages and we a re still waiting in hope.
In all honesty I believe the siteblock function isn't designed for multi site blocking and really should be at a firewall source level or using the HOSTS file or a hosts file manager. I haven't got a single site blocked in avast and never have since this feature was introduced.
With the HOSTS file you can copy and paste lists into it, the same with some hosts file managers and they also keep them up to date.
That said, what you seek can already be done by saving the WebShield.ini file which contains the URLBlocking data, see image extract example.