Android ignore the hosts (etc/hosts) when it's in LTE network? I use hosts to block some sites, which works in WIFI connections, 

but when I am in LTE mobile network, these sites seems accessible, I thought somehow android ignore the hosts.

I am in Lineages OS 14.1 (android nougat)

anyone knows how to fix this?
As already suggested by OP, the issue was caused by proxy in APN settings.

Disabling proxy in APN settings (which interferes with host blocking usually by ignoring the hosts file) solved the issue.