I've tested this with MWG 220.127.116.11 but I'm not able to get the AV engine to block this file. The file is not detected as Potentially Unwanted Program, no matter which settings I use. I'm testing with the engine and DAT versions from today.
There is a slider in the AV settings with the text "Treat as request send by a PUP if probability is at least" above it. There you can specify the probability where the engine decides if the request was send by a PUP. This is not by accident set to 0%? In this case it would treat all requests as PUP requests.