Thats your router misbehaving.
You can check what DNS servers your router is dishing out with below one:
pi@ph5b:~ $ pihole-FTL dhcp-discover
Scanning all your interfaces for DHCP servers
[..]
dns-server: 10.0.0.2
dns-server: 10.0.0.4
Some routers can be flashed with custom firmware so via additional settings, it doesnt advertise itself or other DNS servers to the clients.
But this is not without risks as you could brick your router if goes wrong!!!
Safer to do below: