Privacy? Why bother?

Just reporting this, NOT sure what happened.
Yesterday, I was working all day on beta5 list performance, regularly shutting down my pihole, thus no DNS resolution during that time (no problem, expected).
Since rewriting my SD card (etcher) requires about 30 minutes, I was not suprised to see the windows 7 (can use dns but cannot connect to internet / firewall) and windows 10 icons (internet connectivity) change (no connection)
By now, we all know this is triggered by a DNS query (www.msftncsi.com msftncsi.com ipv6.msftncsi.com), not resolved -> no internet connection.

I was (am) really concerned when after some 20 minutes of pihole downtime, the windows 10 icon changed back to 'internet access'. This would indicate windows 10 also has some way to resolve DNS, even if the system configured DNS server(s) are down.

No explanation for this yet, but very alarmed. Can windows 10 bypass pihole?