Safari: Unable to stop websites storing cache files.

This is what I have tried so far.

• ~/caches removed all safari cache folders
• opened Safari then without any pages opened I go to prefs and click "Remove All Website Data"
• Block cookies and other website date, set to "Always"
• Limit access to location services set to "Deny without prompting"
• Prevent search engines from providing suggestions, ticked.
• Set Safari to private browsing
• Emptied trash
• Restart mac

Yet, I go to smh.com.au and open prefs and find a bunch of cache files stored, including Apple.com!

Am I missing something?