Why do I have to install software on all devices?

Maybe I just don't understand (probably), but why do I have to install apps and software on all of my devices and computers if I have configured my wireless router to use NextDNS's DNS servers? Is it because NextDNS needs to know my specific account and that part isn't configurable in my router? Is there a way to configure my router in such a way that would prevent me from having to install all the apps/software on my devices? I use the Orbi mesh routers BTW. Thanks!