If the VPN mode is global, or if the LAN client (A) is included in VPN rule with policy mode, the client (A) DNS will also go the VPN interface after the DNS request passes through ADG.
Vice versa, like if the client (B) is not included the VPN rule, so its will go to WAN, then DNS passes through ADG and goes to WAN interface.
Since the specified client does not include the VPN tunnel, so its corresponding DNS request will pass through ADG and go to WAN interface.
This is the correct traffic splitting.
The idea here is some ISP has bad routing/throttle/blocked to custom DNS servers, hence with VPN I got better result sometimes, although the result is very minimal to observe.