The problem is the DNS Proxy setting under General > DNS. If this is enabled, clients will be redirected when destined to a destination hostname in the Walled Garden (Un-registered Role). In order to get this to work, you will need to remove the "Enable DNS Proxy" setting and then restart "DHCP" under Maintenance > Restart Services > Advanced. Once this is restarted, clients will then get the DNS server from the managed interface. If the managed interface is left empty, then they will get the DNS servers from the Protected Interfaces upon a new DHCP lease or renewal.