Why are foul words in songs censored despite explicit content setting?

What is the source of the content? When searching for a song, you should be able to clearly identify the explicit tracks with the "e" symbol next to the song. Those songs should play with the explicit content intact. If you are listening to a predetermined Radio Station, then the track choice is made by that station and there are not optional tracks substituted depending on your explicit setting.

The Stations For You section will contain explicit songs depending on which tracks you have listened to before. Also suggested songs will be explicit if that was the track you listened to. The setting to allow/disallow explicit content is not a filter that masks the offending words, it is used to determine which tracks should be played. You cannot play a clean version of a song and turn on explicit content to reveal the alternate language, you would need to choose that specific track that includes the content and it will only be available to you if Explicit Content is allowed.