This makes it questionable protection, leaving one’s device vulnerable. I often find that my device was unprotected, possibly the whole night!
I’ve observed this on various iOS devices (iPhones SE, 12, 13 mini) in our household, all of which are always fully up-to-date. We don’t have other security solutions installed.
What a competitor product did with their mobile protection for iOS was to add a toggle in the VPN settings for the protection to re-enable itself on demand. That way it turns itself on when it’s shut down for some reason, possibly by a system process? I don’t know whether iOS behaves like Android in some regards.