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I have brought this issue to the attention of Matomo and they were able to replicate is, as seen above. In my case the /index of pages we want to exclude are still shown in the pages report. Indeed the /index of this pages are not shown in the visitor logs.
I think that is kind of expected behavior as segments in Matomo work that way. A segment is always used to filter the list of visits that are included in a segment. So when using a segment like page url does not contain Matomo will select all visits that have a page view with a url that does not contain something. It will not exclude a visit if there is an action that contains the defined url (if there are also other actions). Afterwards when generating the reports the excluded url will so be contained in the reports again, as it is part of a visit that is included in the segment.