That's a valid question, and it is always the challenge of closed-source software; it's a black box. So you either have to trust me, or you could have your iPho

That's a valid question, and it is always the challenge of closed-source software; it's a black box. So you either have to trust me, or you could have your iPhone connect to a wi-fi access point on a network you are monitoring and check for requests to anomalous domains. You could also probably install it on a managed iOS device and then inspect the VPN profile with Apple Configurator.