Pi-hole DNS and Policy

Hello All,
I have configured pi-Hole to talk to Cloudflare DNS over HTTP.
https://blog.cloudflare.com/deploying-gateway-using-a-raspberry-pi-dns-over-https-and-pi-hole
every works as expected but when I try to browse the website which i have blocked, i get the certificate errror.

Is this expected?
can someone help here

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