Never had todo that, had dedi server with them before and never needed them to unblock any ports. So I don't think you do need to, unless they changed.

Well no port should be blocked on default. Not even 25

Like other said to get blocked for some stuff is either because you used server for email spamming so they choose to block it.

When setting up a email server you must make sure no one else can compromise it and use it for sending out spam mails.