Should PiHole (and/or local DNS) be installed on separate hardware from media server (Jellyfin) and other apps?

Mostly just the question in the title. I just started a jellyfin server (2-3 weeks old) and I've been thinking about running pi hole as well for the obvious ad blocking but also was thinking of using it as a quick/easy way to add local DNS records to accessing my other services.

Is there any good reason to, or not to, install pi hole (and/or other local DNS) on a device other than what's running the media server apps and other apps? Also, I have tailscale running to provide remote access to the media server - would I need any special consideration for pi-hole/local dns with tailscale in mind?

Thanks!