Hi Andy,
It's expected to have some increase on the size of the data transferred while connected to the VPN because all of the data are encrypted and encapsulated in special packets (that could take a bit of performance and increase the size a bit).
Given that fact, if you have applications consuming a lot of data (or constantly using network), that could cause the battery consumption to raise more than usual.
You can check what apps are consuming more battery on your device Settings (Settings > Battery).
We don't have now statistics on what kind of activities could cause that and how they affect your experience but we'll investigate it.
Hope this is information is helpful for you.
Regards,
Jobert
