SET COPYMISSINGBLOCK no longer works in HBR.
I raised SR on this issue, developers answered:
"Calc manager is the future tool for designing business rules across EPM Aplications, therefore no new features are being added to HBR. Starting from the 188.8.131.52 release, you have the choice for Classic planning application, to go Calc Mgr or to Keep HBR.
Please migrate to Calc Manager to get this feature."
It seems you should develop some block-creating procedure to "simulate" COPYMISSINGBLOCK ON behavior or use Calc Manager.