In the Netherlands you have a central nunber for blocking bank cards: 0800 0313. But, as you probably would guess, this doesn't work for bunq.
But let's unravel what we are talking about... The only real problem is the situation where you loose your wallet and your phone at the same time. This sounds like a tiny risk because I can imagine that you always carrying your phone close to you. But less say it did happen... you also have to be traveling alone and have no other devices at hand (like a tablet) in order to have a problem. If I add this up, the change you are getting in real trouble is very slim. In this very unique situation I think the financial risk is on bunq since they haven't got a phone number for you to block the card. Be able to borrow a phone from a stranger and install an app is a very unrealistic scenario!
And finally, I don't see any serious risk of having a central phone number. Come on, we only are talking about a way to block a card, not about a way to do transactions.