Weeeeell, you didn't quite get it
Let me try to be pedagogical, and ask you, why you chose 1x1x41 k-points for the calculator (quite specifically, why 1x1)? If you can answer that, then you should be able to figure out that the proper k-point sampling for the DOS is not 5x5x5. If not, I can explain it, but it's very important you understand these points, if you want to be successful in using ATK.
You don't need to use the same k-points for the calculator and the DOS, often it is necessary to use more points for the DOS to get really accurate results. But the logic of how the k-point sampling is chosen should be the same, and that's what I'm referring to above.