I caught a bug related to this in Project Zomboid in an early multiplayer version.
Often when someone joined a server there would be a tiny bit of lag for all of the users.
I figured out the server was using a java method that indirectly was doing a blocking DNS lookup.
I think it was reverse DNS but I forget which method it actually was, and if it was blocking the main thread or just the networking thread.
(PiHole still wouldn't have created an additional cost though.)
Often when someone joined a server there would be a tiny bit of lag for all of the users.
I figured out the server was using a java method that indirectly was doing a blocking DNS lookup. I think it was reverse DNS but I forget which method it actually was, and if it was blocking the main thread or just the networking thread.
(PiHole still wouldn't have created an additional cost though.)