Because it will render Pi-hole useless for that device; it will bypass all Pi-hole filtering. If you want that, you can disable it in your Pi-hole configs.
The logic is that if you went through the trouble of setting up a Pi-hole on your home network, you would want all your devices to use it.
If iCloud Private Relay is functioning on a client, some of the DNS traffic from that client (Safari, as of now) will not use Pi-hole. Since we assume that if you have a Pi-hole installed on your network you want all your network clients to use it for DNS, blocking this is our default configuration. Note that we similarly provide the required canary domain for Firefox so it won't default to DoH mode and bypass Pi-hole.
We block iCloud Private Relay per the Apple specifications.