Internet access should have been blocked during blocked time periods. However, if he already has a STEAM session and the game is already on the computer, he probably doesn’t need Internet access to continue playing.
You can check whether Internet is indeed blocked by putting another device in the same profile and try to access steampowered.com from that device. Unfortunately, there’s no way to block game playing from a network device (such as a router) when the game can be played without Internet access. Another example of this is Minecraft, which some parental control device vendors falsely claim that they can block.
.
