My personal "theory": when I need to use a VPN as I'm in a public WiFi, the speed is the issue. We are really discouraged to use internet in these conditions. Opera browser (and some other apps like Chrome browser) released a "data compression" and "ad killer", but really, the speed is the limit.
My suggestion: allow storing things offline (mails, webpages, etc.) and then take this advantage of preloaded things when you're at the VPN.