When trying to set really sticky block in my Moodle pages (not using "Default My Moodle") by viewing My Moodle as admin and trying to set "my home" and "any page matching above" I have realized that the mechanism works for any blocks added to lateral columns (left/right): those blocks appear in My Moodle pages for all users and cannot be edited or removed by regular users.
But there is NO way to add a sticky block to the central 'content' page in the standard (and other) theme.
Contrary to other places (for instance, Front Page), the GUI doesn't show 'content' region as an option, only left/right.