This is exactly what I do! Unfortunately, when I first log into Lemmy or Kbin, despite me having my settings set to show me only subscribed stuff by default, it totally ignores that setting (and what communities I’ve blocked) and just shows me the equivalent of /all on kbin or on that Lemmy server. You can get back to only seeing subscribed things by refreshing, but at that point the damage has been done, the NSFW has already popped up on your screen and you have to refresh to take it away. Seems just in the realm of “annoying” except for the fact that some people also have their defaults set to subscribed in an effort to avoid ragebait or triggering content.
There’s a codeberg issue for this on kbin already, so just have to wait for it to be addressed. Not sure if Lemmy has an equivalent issue on their GitHub (or whatever they use) yet.
I do not have the same problem as OP. Probably because when I made my accounts, if there was an option to disable NSFW (or not enable NSFW) I made sure to have NSFW disabled/not enabled.