My guess on what is happening:
The app makes a temporary copy of the settings data when the settings page is opened. The settings UI elements are connected to the temporary data. When the user clicks save, the app overwrites the actual settings data with the temporary data, but if they exit without saving the temporary data is discarded.
The blocklist settings page interacts with the actual settings data directly and thus doesn't need to be saved, but the blocklist is also stored in the temporary settings data; saving overwrites the changes the user just made with the cached version from before they opened settings.
Personally I would prefer that the save settings button be done away with completely and all settings changes be effective as soon as they are made. This would be far more intuitive for the user and is how it works in pretty much every other mobile app I've used.
Especially now that there are settings subpages, it is unclear whether using the save button in a subpage saves all the settings or just the one on that subpage, and whether or not using the save button on the main page saves the settings in the subpages as well.