You can do a Google search for suggestions about using Electrum with VPNs, which is a common issue with Electrum. Or turn off your VPN when using it.

I’m guessing that countries that filter or restrict the Internet could also cause problems for Electrum. If you live in such a country, you probably know about this.

Decentralized permissionless blockchains would have less problems with VPNs and other restrictions. But think about the Electrum lite wallet architecture connecting to a server somewhere. If traffic to that server is restricted it may not work so well.