Hello Cynthiafromcave creek,
It sounds like your VPN is turning on by itself when you have your Wi-Fi settings set to "Ask to join". We understand the want to manage your configurations and we're here to help with the following resource:
Is your device remotely managed? Or do you have an app installed that established this VPN connection?
If so, your device may have a profile configuration and you may need to reach out to who manages this device profile to understand your VPN setting options further.
Please refer to: Install or remove configuration profiles on iPhone
We appreciate you reaching out to Apple Support Communities.
Be well!