I came across the same problem, using rPI 4B board and an ASUS RT-AC68U router with the latest PiHole available at the time writing this. It seems that the "internet detection" function on the router is responsible for the problem, if it's configured for DNS probe. If you select PPP Echo instead of DNS probe than everything works well. Note, that PPP Echo is the default, but DNS probe in my experience is more reliable, that's why I have used that before.