Because VPN doesn't connect to any servers and runs locally, just filtering the traffic between apps and Internet. "VPN" here is not a real VPN client, but an a

Because VPN doesn't connect to any servers and runs locally, just filtering the traffic between apps and Internet. "VPN" here is not a real VPN client, but an application that can capture traffic created by apps. As I understand, Android doesn't provide other means to implement a firewall.