Well, it's not really "fact". More like "opinion" in this case.
Each listed URL is a 'fact' -- a pre-existing piece of information that they didn't themselves create.
The blacklist is a 'database' -- work, time, opinions, etc have gone into compiling it and (worthy or not) that makes it eligible for copyright protection.
However if the list is never published then it's intellectual property of a different kind, a trade secret. Copyright over a trade secret is irrelevant because very few people are given the opportunity to infringe, and those few who do have access to the list will have signed a confidentiality agreement.