I found that you need to select html sitemap > pages (&/or posts) so that Blacklist works properly.
To workaround:
1. select html sitemap > pages > save (pages will be auto added in ‘Blacklist section’
2. Then Blacklist (aka exclude) the pages you dont want in your sitemap
3. Then check sitemap.xml to make sure blacklist is working
4. Then disable HTML sitemap > pages (your blacklisted url should still be blacklisted)
