Microsoft Family Safety really is best-in-class for this stuff, I agree.
Probably because Microsoft is under so much scrutiny in various places, their parental controls come closest to actually honouring the Contention of the Rights of the Child (still kind of amazing, given that the US is one of the few countries that isn't a signatory to the convention).
I really like the emphasis on consent, and the fact that there are certain restrictions that cannot be imposed once a user is past a specific age.
On the downside, Microsoft is a data sucking monster, but collecting data on children is one of those things that genuinely seems to be regarded as more potential legal trouble than it's worth as far as the big players are concerned.
But yeah, even the best site blocking is very scattershot.