I'm using newer versions of PiHole and Ingress-Nginx so I'm not certain if that's the case for the older versions.
In my case I had set the ingress-nginx class to be the default as seen in the video, but when running: kubectl get ing -A pihole-system was not assigned a class.
Looking at the git repo for mojo2600/pihole, there is a field under ingress called ingressClassName, which you can define using the name set in nginx-internal.values.yaml.
I didn't create a PR because this repo uses older versions.