There should be an option on the galaxy map to set the controller of a system. Mark the ones you don't want the ships in as belonging to the alien race.

You also need to go to the fleet and check the box for "exclude alien controlled". On the galaxy map you can also block systems for autoroute.

There also is a "Hostile Active ship Contact" condition for conditional orders you can give to survey ships if you worry about them blowing up without you taking notice.

But I really don't get why your ships get blown up just like that...

Don't you get a notice of a hostile or contact of any kind so you can withdraw the ships?!?

Do you have good enough sensors on your survey ships to possibly detect hostiles so they can escape?!?

There also are the "Block Fleet Movement Auto route" in the Galaxy map on the Miscellaneous tab, I think that should prevent your ships to auto route into or through those systems. But I'm not totally sure how that work.

Call me greedy if you will, but think of the geosurvey design as a geo sensor strapped on an engine. The grav design does have a thermal sensor as expected to venture into the unknown though (and at least recoup some of the loss by collecting data). A scout design with actually useful sensors and an engine designed to "run for his life" will be out of the shipyard soon to keep an eye on known space. Everyone his own job.

There is an "Exclude Alien-Controlled" tick box in the middle, far-right of the checkboxes on the Movement Orders tab.  I've been assuming that was to stop ships plotting routes through system that have been flagged as alien controlled on the galaxy map, though I haven't needed to try it yet.

I will give it a go. However, do I need to flag the system myself? I have not detected a colony, so technically I don't know that it's allien controlled, and the checkbox in display does not seem to highlight the system in any way in galaxy view.

Try flagging the fleets to Avoid Danger or Avoid Alien-controlled Systems

I have found an NPR system.

I have set this system as "block fleet auto movement route" and "military restricted system", but my survey ships like to get blown up there following their survey script routine.

Shouldn't this be covered by the block fleet auto-movement? Is there some other magical checkbox that I am missing?

I Think both options are for civilian ships only. In C# geo and grav are Military ship, therefore not affected by these checkbox. I would say WAI. Only way for you is to order your fleet to leave the system and if possible manual bypass it when creating routes.