Its not really to do with EE. If you allow premium charges, then they wont block it. The money goes to whichever company is scamming you rather than EE. You can request EE block premium charges and that will block any in the future but by default on most contracts, premium charges are opt out.
If you want to get the money back then you must contact the company and request proof of your agreeing to the subscription. Sometime in autumn last year a law was passed which required companies to prove you opted into a subscription via some sort of form fill out. If they prove you never filled the form out, then they must refund you. If you cannot reach an agreement, you may take it to OFCOM
Really, your gripe should be with this third party company and only really with EE if you have specifically put a stop to premium charges in the past.