What if you're out and about disconnected from WiFi? What if you need to turn the thing off for a sec to click on a sale/promotion in an email?
It's a nice way to block ads for any wifi connected device in your house without additional setup. There are probably 10+ ad-serving devices in my house between the TV's, laptops, tablets, and phones.
Not that it plugs _into_ PiHole per se, but rather that the Self Hosted VPN makes your phone use your home DNS server (including the PiHole itself). It works! I use https://www.pivpn.io/ but there are many others.