Blessed doesn’t actually cleanse a cursed troop and it really could use an in-game tool tip.
TIP: If the affected troop is Cursed - the effects will cancel each other out and the Troop will be neither Blessed or Cursed any longer.
To give a logical test, have Essence of Evil hit one of your troops. Once you bless it, the curse is canceled but all other status effects are still on.
With that troop, Cleanse removes everything, and then Bless protects it from future effects.
If you EoE one of their faction troops that is Blessed, you’ll see that Bless protects against status effects until EoE curses it to remove Bless, then Bleed will apply. (and then if its the first enemy troop, it’ll get hit by the Curse from the Weapon Affix if its in the first slot)