I'm glad I was able to help. I only use Windows security that comes with Windows. You might want to disable the Kaspersky security cloud-free.
I don't think I can be much more help. There is something about the setup of your PC that is running Windows 11. I believe a VPN ignores some of apps and that is why it is running.
I have always heard that you only want one security program running. I use Windows.
I'm in no hurry to upgrade to Windows 11. I'll let a bunch of folks update and help locate the bugs.
Let me know if you find the problem.