This behavior can occur if you have not set the "Enforce server access setting" field to Yes. The default value is No, which does not apply the "Not Access Server" information to Web (HTTP) traffic. You must set this field to Yes to have the HTTP task honor the settings on the Security tab.
The "Enforce server access setting" field is in the Server document on the Ports -> Internet Ports -> Web tab. After changing the value to Yes, restart the HTTP task to apply the changes. In one particular case, the changes did not take effect with restarting the HTTP task, so the customer restarted the server.