It seems enabling "Don't show origin of DNS requests in query log" doesn't remove the clients from Query Log page.
This is likely. We re-designed the entire concept of privacy levels (hide only domains, hide domains + clients, hide everything) to give you more fine-grained control over what kind of statistics you want to gather for your network if you are privacy-concerned. This allows to get the most statistics still with a level of privacy you feel comfortable with.
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The concept of privacy levels is now fully implemented within the beta testing branch:
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Can you give me a hint how to change the privacy level via CLI, can't find it 
Yeah, need to update the documentation in more places, I guess (I wrote it somewhere, but now cannot find it myself 
)
Use, e.g.
pihole -a privacylevel 0
to set it to zero (no blocking). There are also 1 (domains), 2 (domains + clients), and 3 (everything) as described on the settings page. They are immediately effective and do not require a restart of FTL (they are the only FTL config flag with this property, so far).
Ok 
Currently the information is missing in the CLI help.
It is now there, but slightly hidden (in the help of pihole -a).
Yes, after another update the help contains
-l, privacylevel Set privacy level (0 = lowest, 3 = highest)