ryrona a kill switch in a desktop Linux distribution is normally provided by a VPN app, isn't it? I haven't seen one baked into the base OS. I'm sure there are packages you can install to get the function system wide, but I know in Ubuntu I can have a kill switch if I use the ProtonVPN app, but not if I import a WireGuard or OpenVPN config file and set it as primary and to connect at boot.
The ProtonVPN app gives 2 options for kill switch, Standard, where as long as the app is open the kill switch is active when VPN disconnects, and Advanced where the kill switch is active no matter what! Its active if the app shuts down, and when you reboot its active before ProtonVPN starts. I guess you could add in an iptables kill switch for the system managed VPN, I'll have to look into that, thanks for the idea!
On Android the kill switch seems to work in conjunction with the VPN app it is set under. As you have found in the above issue tracker report, Mulvad VPN does not effectively block all traffic when VPN connectivity is lost and packets leak. On the other hand, the only VPN app recommended on the GrapheneOS website, the official WireGuard app, does effectively block all traffic upon loss of connectivity!
So... There's obviously something behind the recommendation on the GrapheneOS website, and you've just shown data that shows not all VPN apps are created equal, and therefore not all VPN apps are perhaps worthy of full user trust!