Why my android tablet stop connected to the internet while connected to vpn server?

When my nextbook ares 8A connect to a vpn server it stop connecting to the internet. I try to fix the internet problem by turning off the power save mode. But it won't connect to the internet. It only work if I disconnected to the vpn server.

Welcome to Android Central! Are you sure that VPN is working? Maybe there's a problem with their server.