VPN Fail open
If you simply add a VPN using common instructions, it generally “fails open”. That means, if the VPN breaks down, because the connection is interrupted, traffic will be sent without the VPN. It is much safer when it “fails closed”, meaning that when the VPN connection breaks down, the whole internet connection must be down as long as the VPN connection is not restored.
If your chosen VPN does not include being able to set a kill switch, you can use a firewall as a VPN fail-safe mechanism, or routes.