Yes, with /admin is working as expected, but I was expecting a different page as I wrote on my initial question.
I was wondering why the website blocking page was poping up.
The redirect from / to /admin only happens for pi.hole. Going via IP address will bring you to the page you show under "Actual Behaviour". Going via other domains will assume that the domain was blocked and will show the block page.
It assumes the domain is blocked if it is not pi.hole or an IP address. You can add a custom domain which will avoid the block page by setting the VIRTUAL_HOST PHP env variable.