Why does my third command block still run even though a command before failed?

Solution 1:

When a conditional chain command block doesn’t run (like your test example), it doesn’t stop the entire command chain, it merely skips the command and moved on to the next step. So this is what happens:

  1. /testforblock 68 5 21 redstone_block
    
    Fails, the block is Air.
  2. /tag @p add Blue
    
    Does not run. The first command block failed, but moving onto the next step anyway.
  3. execute @e[type = armor_stand, name = "Blue Room"] ~ ~ ~ title @p actionbar You've chosen §6Kapkan
    
    Runs. This command block is not conditional, so it always runs.

In your case, you’ll need to make the 3rd command block conditional so that it doesn’t run if the 1st one fails.