This means your routers tells the client via DHCP that it itself is the DNS server. It hence receives all queries and forwards them to your Pi-hole. This, in turn, replies to the router (because this is the device that asked the Pi-hole) which then sends the reply back to your devices.
Unfortunately, when routers do it this way, there is no chance to get the individual IPs on the Pi-hole as this information is not available if the router is acting as a proxy.
Check if you can set the Pi-hole's IP address in your router's DHCP setting rather than the DNS settings. If this is not possible, then you have to switch to Pi-hole's internal DHCP server to be able to achieve what you want.