Still Requesting Blocked Domains

Usually, whenever I block a domain on the denylist, it stops it from connecting at all whatsoever to the website even when the website requests to connect when you are on another website (specifically goguardian), but now at the current moment whenever I put goguardian on the denylist, and goguardian attempts to block a website, it still works regardless because it still connects to the goguardian domain, just the "refused to connect" page.