Pavestone2734 Did you by any chance "Disconnect" the VPN by going to Settings > Network and internet > VPN > selecting the name of the VPN app (not the cogwheel) > Disconnect? That button will actually remove the VPN settings in the Settings app to correspond with AOSP's default settings for VPN killswitch and always-on VPN – in other words it will toggle off those settings. It does not simply just disconnect the active VPN connection, which you'd expect from a feature named "Disconnect".
It's a very unfortunate and confusing way to communicate to the user that settings will be cleared.