goto :Label inside a parenthesised block of code like for loops breaks the block/loop context, so the code at the label is executed as if it were outside of the block/loop. Therefore you need to work around that.
Dennis van Gils points out a way how to do it -- using if/else logic (his method as well as the following slightly modified snippet (applying numeric comparison) both require delayed expansion):
setlocal EnableDelayedExpansion
for "usebackq" /F %%A in ("main.txt") do (
> nul ping -n 1 %%A
if !ErrorLevel! EQU 0 (
robocopy "C:\Blah" "C:\Bloh"
echo FILE COPIED
) else (
echo FILE NOT COPIED
)
)
endlocal
Or like this, avoiding the necessity of delayed expansion:
for "usebackq" /F %%A in ("main.txt") do (
> nul ping -n 1 %%A
if ErrorLevel 1 (
echo FILE NOT COPIED
) else (
robocopy "C:\Blah" "C:\Bloh"
echo FILE COPIED
)
)
To check the ErrorLevel against (non-)zero, you can also use the && and || operators:
for "usebackq" /F %%A in ("main.txt") do (
> nul ping -n 1 %%A || (
echo FILE NOT COPIED
) && (
robocopy "C:\Blah" "C:\Bloh"
echo FILE COPIED
)
)
Finally, if you do want to keep the goto :Label structure, you need to use a sub-routine in order to move this part of the code outside of the () block (you also do not need delayed expansion here):
for "usebackq" /F %%A in ("main.txt") do (
> nul ping -n 1 %%A
call :SUB "C:\Blah" "C:\Bloh"
)
exit /B
:SUB
if %ErrorLevel% NEQ 0 goto :SKIP
robocopy "%~1" "%~2"
echo FILE COPIED
:SKIP
goto :EOF