I get the feeling that Microsoft has a team of people constantly hand-tuning the content filter, trying to block anything risque.
I tried a prompt that contained no salacious descriptions at all. Then I repeated it exactly, only changing the name of the artist's style.
For this image, I described it as "Dave Finch style":
However, when I used the exact same prompt, but changed the ending to "Mike Debalfo style", the content filter blocked the result.
More interesting still is that when, again with an identical prompt, I used "Frank Cho style", it had no problem creating this image:
I bet in another week, that exact same prompt will get blocked.