I literally have two machines running on always on VPNs, one my personal PC and another a home server were a torrent service is running, and have no such problems.

I think maybe the mistake you made was spending most of the time with it OFF and then turning it ON once in a while, whilst mine just goes ON as soon as I boot my machine and stays on.

Granted, I’m not using it for getting around geo-locked websites, I’m using it for having a bit more privacy and for safety when sailing the high seas so once in a while I have the opposite problem (that I’m blocked from accessing sites in my own country because the connections appear to be coming from a different country).