If you are using the connect app, this is because you blocked the reddthat instance. You can access your settings to see blocked instances/communities/users.
I checked again and you're right! I was looking under the filters heading but there's a separate block list heading.
I didn't actively block reddthat but I accidentally setup an account name and deleted and replaced it...I think deleting the account might have added reddthat to the block list, maybe?
Same happened with me. I blocked an instance without realizing. My guess is that it's either a bug when block instance was being implemented or I just stumbled on the wrong option, since they are close to each other.
I wish there was a way to still see comments from those that you blocked, I don't care about those. I just don't want to see posts from blocked instances on my feed