If security is your main concern, then you should leave your VPN running while you're connected to the internet. Your data will no longer be encrypted if you turn it off, and the sites you visit will see your real IP location.
Why you should not use VPN?
VPNs can't magically encrypt your traffic - it's simply not technically possible. If the endpoint expects plaintext, there is nothing you can do about that. When using a VPN, the only encrypted part of the connection is from you to the VPN provider. ... And remember, the VPN provider can see and mess with all your traffic.
Is VPN supposed to be on or off on iPhone?
An active mobile VPN will encrypt your internet traffic and IP address around the clock, meaning you don't have to worry about privacy issues. If you use a VPN service to access content that isn't available in your region, we'd recommend keeping it turned on.8 jun 2020