Still able to visit blacklisted site

Avast correctly recognises that a site is included in my blacklist. Unfortunately all that happens is a popup telling me it’s unsafe. If I click the popup the site is then allowed. I have no idea how to confirm that the site should not be accessed. In fact, I don’t think I should have to know how. Once the site is blacklisted, there should be no way to access it unless I remove it from the blacklist. IMO, this is poor security design.

What blacklist do you mean? Please write details what have you done, possibly with screenshots.