The top rated comment from wizee seems correct. There are several technologies involved: * system-wide VPNs - apparently work as before * software firewalls -

The top rated comment from wizee seems correct. There are several technologies involved: * system-wide VPNs - apparently work as before * software firewalls - some Apple apps not blocked * per-app VPNs - These are designed to tunnel traffic of a specific app through e.g. a corporate VPN and frankly have no connection to the topic.