On Windows 7 using Chrome, I logged into my firmware 6.1.2 Surf SOHO and blocked a domain, lets call it abc.com. After applying changes, I was still able to access this domain from Google Chrome. To make sure the update took, I then started Firefox and it was blocked from accessing abc.com. To make sure it wasn’t a timing issue, I shut down Firefox, went back to the still-running copy of Chrome and was still able to view new web pages at abc.com. I logged out of the router and was still able to access abc.com via Chrome.
This was all on one computer. There were no exempted subnets. All requests were HTTP, the doc clearly says that web blocking does not apply to HTTPS.