Hi Ian,
I’m sorry the gambling block wasn’t effective this time. It’s a “best effort” feature, which - as others have mentioned - uses Mastercard’s Merchant Category Code (MCC) classification to identify companies that offer gambling. Most companies respect this - and Mastercard are good at enforcing it - but unfortunately new websites are sometimes misclassified 
We do maintain our own “block list” when we see these cases, so we can help Monzo customers without waiting for Mastercard to take action. If you haven’t already, you can let our support team know which transaction this was and we’ll add the merchant to our list. We typically update the list about once a week.