Because we cannot see what you see, it helps you to post a screenshot of your problem.
Your reply above is showing 'OFF' is normal operating procedure before you click 'OFF' to turn your VPN 'ON'?
A picture can be worth a thousand words, as here. Picture will show if it is that or something else.
If you do not know how to do a screenshot, then use:
--->Press Alt+PrintScreen when viewing your problem.
--->Open Paint and Press Ctrl+V to paste into Paint.
Save your new file and place on desktop. Attach your picture in your next reply.