Kaspersky VPN Split Tunneling / Websites

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I have configured Split Tunneling to connect certain applications directly using VPN.

It does not include Web Browser (I'm using Yandex Browser), so I expect Web Browser will just follow VPN connection activated.
I also have configured that when accessing certain web-sites VPN should be activated.

However, with both settings activated - Split Tunneling and Websites VPN trigger, I have problem activating VPN automatically when accessing certain websites configured to connect using VPN. It appears any web-site is still being accessed from my IP. Moreover, even I switch on VPN manually on main window of Kaspersky VPN, whatismyipaddress.com shows my real IP.
It appears that Split Tunneling is breaking the logic of Websites configuration and general VPN switch. When I switch off Split Tunneling all works as expected except that I cannot provide different rules for different apps.
What is wrong here?