Why Does My Apple Watch Lose Connection to My iPhone When Using a VPN

I am using an Always On VPN on my iPhone 6s that I setup using Algo. The VPN is hosted on Digital Ocean. I add the VPN by installing a configuration profile on a supervised device.

Whenever I install the VPN configuration profile on my iPhone, my Apple Watch (Series 4) says it is still connected through Bluetooth, but all data transfer between phone and watch is halted. If I go to Settings -> General -> Usage on the iPhone Watch app for example, I get an error message about being unable to connect to the watch. I have played with all the VPN settings here, but they seem to not fix anything https://developer.apple.com/business/documentation/Configuration-Profile-Reference.pdf.

Have VPNs on an iPhone been known to break watch connectivity? My understanding is that Bluetooth never falls under the VPN realm. Thanks!

Edit: As an additional bit of information. When attempting to re-sync anew or from a backup of the Apple watch, syncing hits an error mid-through and reverts to unpaired again. This is also because of the VPN as I do not have issues with pairing when there is no VPN on the iPhone.

Solution 1:

I have come to the conclusion that a VPN simply causes a lot of connection issues when dealing with iOS and watchOS. For example, I found that iMessage and standard texts were not working correctly on my iPhone when my VPN was on. This is all besides the Apple Watch connection issues.

My answer is a non-answer in that VPNs and iOS/WatchOS do not play well together. I wish I could point you towards some documentation on why, but I cannot find any.