There was a post recently about NSFW tags possibly not federating properly, and I wonder if that might be what you’re running into.
In terms of a real, solid solution, I don’t know what the best course of action is. But as a band-aid solution, you could try an app that allows for in-app server blocking. Lemmy itself doesn’t allow users to block an entire server, but Connect at least (and probably others) allow it on the app side. But it wouldn’t help on anything other than the app, so it’s definitely not the ideal solution.
I have no intention of using either, but I’d rather pay 50¢ to have less data sold to third parties. Although the app you linked also says it contains ads, so I’m not sure its play store page is accurate.