I read in the description of the Europe 1939 scenario that Malta could be blocked :
« Gibraltar, Malta ans Azores - if an ennemy naval group is next to the port and no friendly naval group is in or next to the port supplies are cut off for each of these ports. »
So as the Allied player, I put a fleet in Malta. But it seems that despite this, Malta is still under blockade.

May be I did something wrong ? Or I didn't understand something ? Or is it a bug ?
Thanks for your answer.
