Its probably because the site is trying to make a https connection and your pihole server must not have explicitly closed that port. You can resolve this by either closing that port so that a RST sent back to the client straight away when the https attempt is made OR install a HTTPS cert and open up that port so that pihole can serve you its page.
See here https://pi-hole.net/2018/02/02/why-some-pages-load-slow-when...