hum... unfortunatelly, that does not seem to work, it shows results for as if you put "Train?exclude[]=tg.horror" in the search box.
It does not work for me either.
https://itch.io/search?q=Train?exclude[]=tg.horror&exclude[]=tg.adult
and
https://itch.io/search?q=Train?exclude[]=tg.horror
They show exactly the same games, and in both cases there are games with the adult tag in the result.