blocked websites on normal browsing, but websites are not blocked while incognito

I have successfull been able to block some websites by their domain name using my BT Home Router, but when I try to accessing the websites using a incognito window I can open the websites like they were not being blocked at all.

I am just curious in how the connection on a incognito window works.
Using an incognito window would not the rules that are applied on the router take effect as well ? Should not the websites that are blocked on the normal winow, also be blocked on the incognito window?

If anybody knows why this happens it would be great to read your explanation.

Thanks