DNS requests to ad servers. Is my Brave malfunctioning or is this intended?

Sorry if this is the wrong section, but the adblocking section seemed to be only about reporting…

I have a pihole at home that blocks ads and trackers. In addition, it allows me to see all DNS requests my devices do.

I’ve noticed that when I browse with Brave (both on mobile and desktop) I have a lot of DNS requests to my pihole for ad servers that the Pihole then blocks (i.e. Brave sent them on towards the DNS server). On e.g. Firefox with uBlock these requests are (I’m assuming) blocked in the browser and never sent to my Pihole at all.

Now, I don’t see ads in Brave, even when not using pihole, so obviously stuff do get blocked. But isn’t it a privacy problem that the DNS requests are ever sent off? Doesnt that mean that Brave actually contacts these servers and at least exposes my IP (even though that might not be all too bad)?

Or does this point to some kind of problem with my devices? (Maybe less likely since it’s both on mobile and desktop).

I have uploaded two screenshots from my pihole logs, one when browsing arstechnica with brave, and one when browsing arstechnica with FF with ublock origin.