I got a new router recently and am able to see the active connections going through it in detail. I've noticed if I don't connect to Mullvad straight away, various connections from my laptop's IP are opened as you would expect. However when I connect to Mullvad, some existing connections stay connected. I see the connection from the laptop to Mullvad, but there are still some that go out to IPs owned by Google or Apple (it's a macbook laptop) that remain in the "established" status.
I would have thought that existing connections would be killed and everything routed through the VPN? I've tested this by turning on 'Lockdown Mode' and disconnecting; after a while those connections outside the VPN fall away, and everything goes through it once I connect to Mullvad again.
If I disable lockdown mode and disconnect from Mullvad, new connections pop up from my laptop as expected. But connecting back to it, they seem to stick around and don't seem to be going through the VPN.
Is this normal, or am I looking at this the wrong way?