Not a joke :). GDPR Shield as a product is GDPR compliant. Customers sign a data processor agreement with the service. It anonymizes IP addresses, they aren't transferred to any other third-party provider and aren't stored.
This service isn't blocking requests to your site, it's just showing the visitors different content after the fact.
If it helps, I use AppEngine for my App which already provides geolocation information in the IP and my app blocks it the moment it receives the request. Users will only see a re-direction to a notice relating to GDPR and what they'll need to do if they still want to access the site.