Nor did I 
What pi-hole isn't doing is blocking domains masked by CNAME chains ; for example :
bastien@data-bastien:~$ dig f7ds.liberation.fr
;; ANSWER SECTION:
f7ds.liberation.fr. 3369 IN CNAME liberation.eulerian.net.
liberation.eulerian.net. 6969 IN CNAME atc.eulerian.net.
atc.eulerian.net. 6969 IN A 109.232.197.179
This request is not blocked, although eulerian.net is in the block list
bastien@data-bastien:~$ dig atc.eulerian.net.
;; ANSWER SECTION:
atc.eulerian.net. 2 IN A 10.42.2.254