Recommend searching the system log for possible hints if you want to spend time on it.
This could be a very difficult problem to track down, IMO would require knowing exactly your VPN configuration.
Many VPN configurations (some what say most) will configure DNS queries be performed <outside> the VPN tunnel itself. Is a reason why some VPN tunnels are criticized for lacking privacy (anyone could sniff the DNS queries to know <where> you’re likely connecting to even if they can’t decode the tunnel sessions themselves).
I’ve seen this intermittently.
So, for example when I do a Google search if clicking on the link doesn’t work, I’ll just copy the result’s URL and paste it into a new tab.
And, it likely has to do with <how> Google is executing its re-directs since I don’t remember this problem seen anywhere else.
Just one in a number of annoyances I run into from time to time with VPN tunnels but are too esoteric for me to spend substantial time on them…
TSU