Pi-hole does a great job of stopping specific domains you don't want. For most people, after installing it and watching the block number climb, they assume all the important elements of privacy are covered. However, this isn't entirely true. For queries Pi-hole can't answer from its own cache or local configuration, it still needs somewhere else to resolve them. But the split between filtering and the actual resolution rarely gets any attention. Knowing this makes your half-setup more conspicuous but also easy to complete.