I understand where you are coming from but if something OPs dad wants to do and PiHole blocks it, he will not understand why it is happening and how to solve it. OP at least needs to think of that.
I think this is a case where blocking first might be a better option than anything being unfiltered. better to get a call as to why they can't access fastmoney.ru then to have someone install a plugin in order to pay this western union bill... (real call dealt with at work)
Overall I agree, better safe than sorry. However, at the same time I think that you have to manage risk properly. How likely is it that OPs dad will end up in a situation like that and does it make sense to use other means of ad blocking and educating him about some common phishing strategies or advising him to call him before he pays anything at all. I‘m facing a comparable situation, my dad is quite good with computers in his age range but sometimes I ask myself if I could do more to make it a more enjoyable/safe experience.