This isn't strictly true, as you control the dns I can block tracking domains, malware etc. For every device on my network.

My p30 Pro phones home on a lot of domains.

now that they are blocked via a pi hole my phone can no longer send that data.

I would count this as a plus to my privacy

Sure, but it'd still be an improvement if your pi-hole could use Tor or other anonymized way to connect to outside resolvers.