I don't understand what I read about the security confusing sometimes in Linux or Windows but I figured DNS was the better choice.
When you visit a website, you first query the DNS records. Think of DNS records as being like an old phone book. The records tell your computer which IP address to head to. (Then the server itself, which often has multiple sites on the same IP address, will send you to those files - sort of like a telephone extension.)
In the past, those DNS queries were made in plain text. Your ISP (and by extension the government or anyone capable of monitoring this) would be able to see which specific websites you visited. Anyone capable of being a man-in-the-middle (MITM) would be able to record which sites you visited.
If the site is HTTP (and not HTTPS) those same people can see what you're doing on those sites, which is why we've adopted HTTPS to a large extent. Well, that and it was made both easy and free by Let's Encrypt.
With DNS over HTTPS there's essentially nobody looking over your shoulder watching which phone numbers you're looking up. Further, with HTTPS, there's nobody looking over your shoulder to see what you and the third party said over the phone line.
The above assumes a perfect world, where there are no holes in the system and no exploits in the system. You can generally assume it's working and a modern browser will likely give warnings when the site isn't a secure (HTTPS) site.
This is all true even when it's not your browser making these queries. Tools like wget will be doing the same thing behind the curtains. Your system has all sorts of things that query the 'net, besides your browser. This involves something other than your browser and your browser settings don't really matter for this.
Make sense?
Also, assuming you're reasonably safe (practicing safe-hex, as they say), you don't have much to worry about. This is also likely aimed at servers or IoT devices - often running with unpatched exploits. You can even monitor your network traffic to look for unexplained behavior but that's probably just a waste of time for most of us.