The issue: Even if VPN is turned on and “block all connections without VPN” is turned on, Android still leaks private information such as IP address and WiFi access point, outside of the VPN.
GrapheneOS has apparently fixed this (although personally, I won’t trust an OS that only exists for devices manufactured by SpyCorp/Google).
It would be good to implement this feature on /e/ OS so that users’ privacy when using VPN can be better respected.