woocommerce shop page

WP-Members blocks content that is in the WordPress Loop. The WooCommerce shop does not use The Loop which is why it remains unblocked for you.

There is more information on how the plugin handles blocking content here.

There are two ways you can go about restricting a WooCommerce shop. You can create a redirect using the wpmem_redirect_to_login() function, or the Advanced Options extension has some settings that are specific to blocking WooCommerce pages.