nslookup msdl.microsoft.com
Server: cdns01.comcast.net
Address: 2001:558:feed::1

Non-authoritative answer:
Name: msdl.microsoft.akadns.net
Address: 65.55.10.11
Aliases: msdl.microsoft.com

Note they are using akadns, so the geolocation of you to the server could matter on the returned IP when you resolve it.
It must be in your range of IP's you block, because Symbol downloading does not work when immunized, also if it is not this IP specifically then it's some other IP the Windows Debugger software connects to.
It's hard to say exactly for sure If this IP specifically isn't in your block list though, as when you download symbols I believe msdl.microsoft.com can refer you to other servers via it's HTTP responses.

If this IP is not in your range let me know, and I will give you the exact details by snooping on WinDbg.exe's network traffic.