They are, in fact, blocked. If one gets through, it would be through an event such as getting noticed and categorized one way and changing content afterwards. But as soon as you tried more than a few of "so many sites" and got repeated blocks in that very special category, your machine would be on watch from other means, and would subsequently be caught doing such activities.
Why not? Perhaps you should examine Websense. There is indeed such a thing. Your saying it doesn't exist, doesn't make that so.
One might argue that you are trying to solve a technical problem with social means. :-)
Anyway, you assume that this Websense is being used in a vacuum with your arguments. It is a useful technical part of an overall program. The fact that it really does what it is supposed to, which seems to amaze/elude/surprise you, makes it worth the very large sum of money that it commands.
-Russ.