wpum_block_email_addresses.php

<?php

add_filter( 'submit_wpum_form_validate_fields', function ( $check, $fields, $values, $form_name ) {
	foreach ( $fields as $group_key => $group_fields ) {
		if ( ! isset( $values[ $group_key ]['user_email'] ) ) {
			return $check;
		}

		if ( false !== strpos( $values[ $group_key ]['user_email'], 'mail.ru' ) ) {
			return new WP_Error( 'validation-error', __( 'Email address domain not permitted', 'wp-user-manager' ) );
		}
	}

	return $check;
}, 10, 4 );

Save this file to your /wp-content/mu-plugins/ directory (you might need to create the mu-plugins directory).