No, I think that's the firewall modifying the headers. I still encounter the portal page when I use a different DNS (although the portal hostname doesn't resolve). I'm not sure if they have even figured out how to do DNS authentication yet.
Generally captive portals will leave your DNS alone. They don't really have a lot of choice about this: if they poison your name cache you won't be able to get to your home page. Windows used to (still may) hold on to names for a minimum period regardless of TTL. A fair number of laptops have custom DNS. Combine those two and you can almost always get correct recursive DNS and frequently UDP 53 out.
Also, even when I pinged servers the IPs were resolving to their "purchase" page. Unfortunately, I didn't have an IP of a site on hand to see if I could request by IP out.
It doesn't matter what DNS you're using - the DNS lookups should resolve to correct IPs otherwise your local DNS cache would be poisoned.