Router - connecting to internet, but won't do what I tell it to do?

I have a Synology RT1900ac Router.

Loving it so far, the amazing features - QoS, excellent control panel and user interface etc.But I'm having an issue. ONLY with the Desktop.

So I have set parental controls, for example blocking Facebook during certain times.It seems to be working fine across all the wireless devices, but on my desktop, it's not blocking anything. Under the device list (it shows what devices are connected to the router), it's not even displaying as connected?

But it can still connect to the internet perfectly fine.

What's going on here?

Thanks!