What is the difference between always on vpn and block connections without VPN in the settings

VPN
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It’s self explanatory no? “Always on vpn” means the vpn is always on. “Block connections without vpn” means block connections if the vpn is off.

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No not really

How could connections be made not through the VPN if it’s always on if you aren’t using splitvpn?

And using the first option still lets me turn the VPN off so not self explanatory.

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How could connections be made not through the VPN if it’s always on if you aren’t using splitvpn?

Some connections can override your vpn since it’s a 3rd party app, not a system service. That will vary with your phone/os and your mobile provider.

And using the first option still lets me turn the VPN off

Yes you can indeed turn off the vpn on your phone. It’s your phone so you control what happens on it.