Are VPN's broken on MacOS like they are on iOS?
What do you mean? Maybe the fact that iOS bypasses VPNs for certain connections, as revealed by Mullvad?
It seems to me that MacOS is less restrictive in this regard. Split tunneling works (which is not the case on iOS).
Kill switch also works very well (with mullvad).
Personally, I also use Little Snitch which allows me to block almost all outgoing calls from MacOS and other applications without it affecting my usage (I don't use iCloud, etc.).