ignition Chaining VPN connections is supported. Using local filtering at the same time as a VPN is supported. You're simply wrong about these things. Your issue is that you're using apps not supporting it. It has nothing to do with profiles and it wouldn't make any sense for secondary profiles to go through the Owner user VPN as an additional layer. It goes against the whole purpose of profiles of acting as separate devices as well as they can on the same device. Nesting VPNs is entirely possible and something VPN apps can support already. They can provide configuration for this inside the app or simply support chaining through multiple providers as the default approach. Some apps do support this in some form such as bridge support for Tor which is essentially exactly that provided in a specific way.
The current compromise often recommended is a not particularly intuitive hack offered by some firewall apps that have secondary VPN functionality but you forfeit expedient location changes and now have to place your trust in them to not introduce subtle bugs that break the VPN, a big ask for something of secondary concern to them, while they're focused on building out their firewall/dns features. Even worse, this compromise is off the table if you rely on the anti-censorship/obfuscation measures the full VPN provides.
No, there are apps with first class VPN support in addition to first class filtering support. Apps can support chaining VPN connections too. None of this is relevant to profiles and is something VPN apps need to provide. Most of these apps focusing on 1 specific thing instead of providing everything users want from a VPN app is because almost none of them are trying to make a high quality Android VPN app. Most are simply adding Android support to an existing project and use the VPN service feature for it without considering what makes a good Android VPN service app. There are a few apps trying to provide a good Android VPN service app and fulfilling multiple use cases at once.