I marked The Doors as a Banned artist the day you introduced blocking. I see them in my playlist named “Pink Floyd” today. I’ve noticed it a few times over the last couple days, but waited till now thinking it might take some time to take effect. Is this feature not working yet?
I think this is expected behaviour - you need to remove Playlist tracks yourself. From the Help article:
Lastly, when playing a playlist Roon will play banned tracks, albums, composers, compositions, and artists. If you don’t want to hear that content, remove it from the playlist (or make a copy of the playlist if you didn’t create it yourself.)