This is what bans are for–you can ban tracks/albums from radio by clicking the favorite heart twice if there is really stuff you would truly never like to hear except when chosen directly. As with favorites, bans are tracked per-profile, so you and your spouse can have different preferences.
But note …
No, you aren’t missing anything. Banning is for all “automatic” play situations (i.e. where you haven’t picked that specific thing). That includes album play, artist shuffle, radio, etc. There is no “just ban this for radio”, and I’m not sure there should be.