Mail says (message at the top of email) content loaded remotely thru vpn

See this paragraph:

You can tap Load Content to bypass the warning, and allow Mail to receive the remote content without using Mail Privacy Protection. If your device is using a VPN for this content, the content will be loaded through the VPN rather than through Mail Privacy Protection.

Extracted from the article that led you here.

Regards

Giulio

I never used and I won't ever use a VPN connection unless it comes from a company with an IT admin/supervisor that I can contact, if needed.

That said, what did your VPN provider say when you contacted them about this problem?

What happens when you disable your VPN connection?