There is an Control Center Admin Event log available that logs some changes, but allowed/blocked lists changes is not part of it. It was initially intended to more fully audit admin events, but higher priority changes have pushed it in the background.
The log can be found via:
Status > Logs > Component: Control Center
You may need to change the time range, but the logs will appear as Brightmail_Admin_Events.[date].log. If additions to what is audited is wanted, it may be worth it to create or add to an Enhancement Request. To view current enhancements, use the following URL and select Messaging Gateway as the product:
https://www-secure.symantec.com/connect/security/ideas
To enter a new enhancement, log in to Symantec Connect and click Create Content > Ideas.