iPhone XR connected to wifi in settings by no wifi icon on home screen & no traffic/ connection.

If Wi-Fi will not connect 

• Reset the router to factory settings (menu or paper clip)
• On iphone Settings, General, Transfer iphone or reset, reset, reset network settings
• If you have a VPN you are strongly recommended to uninstall it and its profile in Settings, General, VPN and device management 

Here's some more steps you can try for Wi-Fi connection issues that may be helpful: If your iPhone, iPad, or iPod touch won’t connect to a Wi-Fi network

They don't offer protection that they advertise.

If you pay for any iCloud storage you can turn on Private Relay which does similar incognito hops

Set up iCloud Private Relay on all your devices – Apple Support (UK)

also→Don't use VPN services. · GitHub