When a VPN is in use, the client device's traffic is encapsulated and will no longer be protected by Plume Guard or Content Access features. For this reason, Plume Guard's Online Protection feature blocks most known commercial VPN service providers by default. Non-commercial VPNs, such as ones from work, school, and personal are generally not blocked by default.
If you are comfortable with losing the protection from Online Protection and trust the VPN service in question, you can unblock the VPN service.