I wish to switch "Allow Explicit Content" to off, to disable playing of explicit content. Then I wish to connect to a device using Spotify Connect, for example a network stereo, smart TV, or digital assistant. Next I wish to begin playing a playlist or album with explicit content in it. Finally, I wish to NOT hear songs with explicit content played on the device.
Currently, the explicit content filter will not be applied when using Spotify Connect as per https://support.spotify.com/us/using_spotify/system_settings/explicit-content/ . However, playing to external devices from a mobile device will usually mean that content is played publicly, openly, and at a distance, compared to in a more private way, as with headphones (I wonder what data exists on device types used with Connect that can be analyzed behind the scenes to confirm).
There is an undesirable user experience right now (on the current Android app) when using Spotify Connect, that the explicit content filter can be switched to "not allow explicit content," and songs in a playlist will be grayed out to indicate that they will not play. But the songs will actually play from the playlist when connected to a device using Connect, which is rather unexpected.
Aside from applying the explicit content filter when playing over Spotify Connect, the current experience should be improved first to make it apparent that the filter is not getting applied (warning popup would help when connecting to a device when the filter is on), and explicit content should no longer be grayed out to appear as if it will not play.