Not sure why that would happen. My phone's settings are accurate using the dev tools. It's a global setting, so it affects all profiles. Also, the connectivity check service was changed about a week ago to hard-code the GrapheneOS server in case something weird was going on. Unless I'm missing something, there's no reason the system should be using that server.
Are you seeing logs for
Lastly, are you sure that the device that's accessing those URLs is your phone? Many smart devices run Android as well, so they would use the Google server for connectivity checks.