Firewall rule to block outbound access to Russian domains

Hello, I've set up a basic firewall rule to drop outbound access to Russian IPs.  I then tried accessing sites such as the Russian government site.  The XG firewall did block access, but it appears that it is registering the blocked access under web categories.  In this case, it stated that access to Government sites was blocked.  Similar responses are given depending what Russian domains I choose.  When I look at the firewall rule, it says that it is unused with 0 B in and 0 B out.  I am thinking that this should reflect the packets that were dropped due to this rule.  When I delete the rule, I have full access to all Russian domains.  So I know that it is the Firewall rule that has done the work, but the web filtering is taking the credit.  Is this the way the firewall is intended to function?

Thanks,