The Web Protection & VPN features from Bitdefender Mobile Security for iOS cannot be used at the same time, but alternatively. This means that turning on Web Protection in the app will disconnect the VPN and vice versa. Once a VPN session is ended, you can turn on Web Protection.
Web Protection automatically blocks malicious websites. When an URL points to a known phishing or fraudulent website, or to malicious content such as spyware or viruses, the webpage is blocked and an alert is shown. The same thing happens when installed apps try to access malicious domains. With Web Protection you are protected from accessing dangerous, phishing and fraudulent pages.
On the other hand, VPN encrypts the data that leaves your iOS device, giving you the benefit of a private network even while you’re on a public Wi-Fi from airport, mall, café, or hotel. When connected to VPN, you can access websites that are restricted to certain countries and you hide your own IP address, offering your online search more anonymity. VPN only does so much to anonymize your online activities. It won’t protect you online.
Therefore, this behavior is not a dysfunction. Web Protection and VPN are two features designed for separate purposes: the first keeps you safe while browsing while the latter aims to provide internet anonymity.