App still has access despite being blocked in Privacy Settings

I'm trying to block DaVinci Resolve from having access to my 'Documents' Folder. Whenever I load resolve, it creates a pointless empty 'Blackmagic Design' folder in documents and this is messing up my filing system. I understand that it is not possible to stop the program from doing this within its own settings.

But this should be possible in MacOS.

I've gone to System Preferences -> Security & Privacy -> Privacy -> Files and folders and unticked 'Documents' Under DaVinci Resolve to disallow it - And even though it now shouldn't have access, it still creates the folder every time I load it.

Any help would be appreciated!