[1vuio0pswjnm7]

"Bonus: It works across all devices on the network, rather than installing somthing onto the OS."

A proxy can be installed "onto the OS" of a RPi. It does not have to be installed on the computer used to view web pages.

A Pi-Hole is a modified dnsmasq installed "onto the OS" of a RPi.

[PrimeMcFly]

They were clearly referring to the OS of a device someone would browse on, not the OS of a network device.