Blocking calls with no SIM card automatically on new?
The Call Blocking feature built-into iOS doesn’t depend on having a SIM card per se. However it does synchronize over iCloud, meaning that if your previous iPhone had an Internet connection at any point (and you were logged in to your iCloud account) then its blocked numbers were synced with iCloud.

Conversely, your new iPhone would synchronize its block list as soon as you connected it to your iCloud account.

You can verify whether your block list transferred by opening Settings → Phone → Call Blocking &amp; Identification.