Most Helpful Guy
On the contrary, it's not letting win, it's preventing him from making your life any more miserable. In fact, it could be argued that you're letting him win by refusing to block him. If he's made you believe he wins at that point he's caused you to let him keep beating you. The thing is... even if he "wins" by your blocking him... you win too. Don't let any angst against him prevent you from being free once and for all :)
Most Helpful Girl
Actually I think you're letting him win if you DON'T delete him! Let him know you've had enough and you're walking away by deleting him (don't actually message him) and dismissing his attempts to annoy you. He'll realise he can't get his fun from that any more if you just cut off and ignore him, and he'll move on too with luck
So in general I'd say it depends, but in your situation I'd delete him!