ISTR that it works like this (I'm sure Peter will correct me if I'm wrong):

The "Hate Artist" button only removes the artist from the current running order, not from the current playlist.

To clarify: the running order is a mapping from an order (i.e. what's coming up next) into the playlist. The playlist holds everything in unshuffled order. The running order is where the shuffling/tweaking happens.

So, because the artist is only removed from the running order, unshuffling (which restores the running order to the same as the playlist) will restore your hated artist.

This behaviour is by design.