I blocked some spammer yet all their posts are still in activity feed in pink - is there a way to remove them from view?

You would have to delete the content entirely. With standard settings, it’s only visible to mods/admins if pink, so your regular users don’t see it. The feeds show everything visible to you, including hidden posts. 

This is why I really wish there were a different "hat" i can wear with my admin / moderator credentials (no i don't wish to setup separate accounts) - sometimes you want to enjoy your site and read content and not trip over hidden content. Other times you put on your admin / mod hat to look at such content, inline.