I have the Hide Adult Content checkbox selected in my profile settings, but I am still seeing stuff like this in the sidebar as links to Random Magazines / Posts / Threads.
I'm not sure if it technically is a moderation issue where the Magazine, Post, or Thread needs to be marked as NSFW in case the OP didn't do so or something more. It seems like it happens too often to just be where it is simply posts that slip past the mods so that makes me wonder if the NSFW checkbox is broken or just doesn't do anything.
There have definitely been some issues with posts on other instances that are marked as nfsw on their instance not showing up as nsfw here, too. Though it's been a bit, so I don't know for sure if that's still an issue.