There should be a way to block artists based on moral objections to them or their work.
I.e., I cannot listen to Chris Brown because of his history with domestic violence and find it an ethical dilemma to support him in any way (monetarily by listening, or rankings by listening, etc). I think it's pretty limiting for Spotify to make me unable to prevent this him (or other artists) from ever playing while I'm listening to radio stations and it's super off putting/makes me question my subscription each time.
I understand your frustration. You can always give a thumbs-down to an artist if you don't like them. That way, your radio station will adjust to your preferences. Also, I recommend posting your idea on the Ideas board, but be sure to do a quick search before posting! 🙂