OK I wasn't sure of the "wildcard blacklist is now part of the implementation" that was claimed as of V3.1
Regarding the utility of subdomains, in case of porn this seems to be quite mandatory (just for youporn, there are the www.xxx, cdn1.xxx, cdn2.xxx, etc.) 
So I understand I have not other solution than finding another list.
Technically, provided I submit a FR, would it be possible for pi-hole to handle blacklist as "wildcard" or not ? If not I won't post a FR. If yes, I will. if not, I'll go fetch another porn/childhoodprotection-blacklist that has every subdomains.
I understand also that this is a corner use case (although I think this would be a kind of killer app)