Proxying DNS is very sensible for 99.99% of users of Private Relay who don’t know a damn thing about DNS. Proxying HTTP traffic but then broadcasting all domains you connect to in clear text on port 53 so that your ISP could scoop them all up would be very stupid.
One could argue for an option to use one’s own DoH server of choice, but Apple isn’t known for giving options to the 0.01%.
Also, if you don’t trust their DNS (or their DNS provider of choice under the hood), why would you trust your HTTP traffic with them anyway?