Manash i must say i think that is unclear. Ios and android have different models of how to seperate work and private environment. Work profile in android should to keep it simple simulate a device seperate from private profile. So this is actually intended.

Depending on what your organisation allows they either create work profile and manage only that profile so that avoid all the controversy with managing your whole,private device. I see no need or even option to do anything on dnsfilter side. Depending on the MDM solution, organisation's policy on how you enroll - you manage dns options either for work profile or whole device.