@mrit
Okay, figured it out myself (and with the help of the WayBackMachine). Turns out, subdomains are only included for a domain if the domain is the only entry in the domain list.
So makes it very hard for me, to also add subdomains (as wildcard) to my allowlist. Maybe it works using regular expressions...
Source: https://web.archive.org/web/20210727190453/http://www.squidguard.org/Doc/aboutblocking.html