That has always been the case, yes, though I'm not sure what you mean by "illegal" content. There is only a small overlap between NSFW and illegal content, and the NSFW filter has never been concerned with, uh, violating photograph copyright or something.

You don't have to take my word for it, just check it yourself, although it seems that this week, they renamed the NSFW setting to "Age-Restricted Channel" (in preparation for this change, no doubt). The verification-related portion of the behavior I described was implemented for the UK months ago.

The description still contains: "Age-restricted channels are exempt from the explicit content filter."

EDIT: IANAL (or american) but if Discord was policing content for legality rather than age-appropriateness, wouldn't they lose DMCA Safe Harbor protections?