[Exim] DNS lookup to blackholes.mail-abuse.org doesn't seem …

This problem could very well not be with Exim (I'm running 4.10 on
RedHat 7.2 x86 intel architecture), but what makes me think it might be
is the fact that 127.0.0.2 is listed¹ in the RBL, but still I get the
following when I try 'exim -bh 127.0.0.2':

[...]
>>> processing "warn"
>>> check dnslists = blackholes.mail-abuse.org
>>> DNS list check: blackholes.mail-abuse.org
>>> new DNS lookup for 2.0.0.127.blackholes.mail-abuse.org
>>> DNS lookup for 2.0.0.127.blackholes.mail-abuse.org failed
>>> => that means 127.0.0.2 is not listed at blackholes.mail-abuse.org
>>> warn: condition test failed
[...]

Does anyone know what is causing this?

Thanks for any pointers,

Erik.

¹ <http://mail-abuse.org/cgi-bin/lookup?127.0.0.2>