I don't think it's normal, but it's not unheard of. I tried to block a competitor's site from my site once, and it took an email to Adsense Support for them to finally make the filter for that URL work. Could be that that particular ad you want to filter is targeting your site, so it MAY be bypassing the filter...?
in fact, there are like 30 sites i am trying to block. 10 of them are mfa's like 8-topsites.com, 9-topwebsites.com, etc. rest are oddly microscope ads, which are not related to my blog about funny videos.
Then I doubt they're buying inventory on your site. Probably they have their URLs etc masked somehow to avoid filters.