That's how Ping Assist works, you've told it to connect you with games under 60ms so it's done that - games under 60ms may be outside your radius and therefore you can then connect to them. If you want to exclusively use the radius Ping Assist should be set to 0.
When you deny a server fully the connection has to be completely severed before it can be blocked, if you research immediately the connection can be kept alive and therefore it does not become blocked. The next time you go to play after a break it'll be blocked, if you restart the game/console it will sever the connection and be blocked. Keep in mind there are usually lots of servers clusters in the same location.
You may not connect to all the servers within the radius, you can try to force those specifically by just covering them but some servers are notoriously hard to force.