By default (if no -u option is specified), rbldnsd runs as user rbldns.
At a time the rbldnsd package is installed, such a user is created on
the target system, with home directory /var/lib/rbldns (note the directory
is owned by root user, see below).  When the package is removed, user
rbldns is NOT removed, so that files owned by that user, if any, will not
be "orphaned" (package removal scripts don't check whether there are any
such files still exists).  If you're sure no files owned by that user
exists after removing the package, it's ok to remove the user (and
/var/lib/rbldns directory) too.

Note again the rbldns home directory, /var/lib/rbldns, is owned by root
when the package is installed, not by rbldns user.  Usually you will put
zone data files into that directory, and use it as a chroot directory for
rbldnsd (-r option).  Feel free to chown the /var/lib/rbldns directory to
whatever user you like, to be able to put data files into it.  If you're
paranoid about security (every system administrator should be, right?),
create yet another account that will own data files and set up data
updating process to run as that account.  If you want rbldnsd query and
statistic logs (-l and -s options), you may create files for that in
this directory (or a subdirectory of it) and set owner/permissions of
that files in such a way so rbldnsd will be able to write to them.  The
two files -- query and statistics logs -- are the ONLY files where rbldnsd
should be able to write to, the rest of files, including zone data, are
never opened for writing by rbldnsd in normal circumstances, and generally
(from security perspective) should not be writable by the daemon.