Try cycling through the images by clicking Next Picture until you see the image again, then ban it. Otherwise, you might have accidentally saved the image by clicking Save Artist Picture instead of Ban Picture by accident. I don't recall where those are saved by default, but someone else will.
MB is now respecting the banned pictures file again as of the latest patch, so if it's not saved to your computer you should be able to ban it.
Home Desk ~ MB 3.3 Portable • Questyle CMA400i (ASIO) • Sennheiser HD 660S (balanced) / Audeze EL-8 Closed Back / Fostex TR-X00 Ebony • Teac AI-101DA • Jamo C93 + Dayton Audio SUB-1000
Work Desk ~ MB 3.3 Portable / Tidal • SMSL SU-8 v2 • Nobsound NS-05P • THX AAA 789 • Sennheiser HD 58X (balanced)
OTG ~ FiiO M11 • Audiofly AF180 / B&O H6