"Your network preferences prevent content from loading privately" message in Mail, VPN and my thoughts

Hello.

There are already several posts about this topic, but this one is a little different.

I love that Apple came with new privacy protection features with macOS Monterey (and iOS 15):

• Mail > Pref > Privacy > Mail privacy protection:

• Sys pref > Network > "Interface" > Limit IP Address tracking:

• Sys pref > Apple ID > Private Relay (Beta):

I currently have enabled all but Private Relay and most of the time they work as expected.

I am also a user of Express VPN which I only enable when I need it.

In my particular case Apple Mail loads all images just fine until I enable the VPN. While the VPN is enabled I see the "Remote content was loaded through your current VPN configuration" message on all mails with graphics and all the images still load fine, this is the expected behavior, but when I close the VPN connection (and VPN app) I get the infamous "Your network preferences prevent content from loading privately" with the "Load content directly" button on every email message that has some images in it.

The recommended "solutions" for this issue in several of the threads on this forum are as following:

• Disable Mail privacy protection and Hide IP address under Mail preferences: The infamous message disappears and all email is shown with the images as expected.
• Disable Limit IP Address tracking under sys pref > network: Again, the infamous message disappears and your email is shown as it should.

The problem with these solutions is that you make the message disappear but you lose the privacy protection too.

The 3rd way I have found to fix the issue is restarting macOS. After this everything works ok until you have to use the VPN.

I have some thoughts about this:

• The same privacy protection features are also present in iOS 15. There you don't see any issue with using a VPN. I can enable and disable the VPN as many times as I want and the system has no problems going back to default after you disconnect from it. Apple Mail just re-routes the traffic via its protection servers when the VPN is turned off, no problems and no pesky messages or buttons for loading external images in Mail. Why can't macOS work the same way? Something is obviously happening that is preventing macOS to re-enable the protection features in Mail after a VPN is connected and then disconnected.
• I would love to see feedback from other users of VPN services. Are you experiencing the same issues? Have you found any real solution that doesn't involve to disable the privacy protection or restarting the Mac?
• I have been in contact with Express VPN and they say that there is nothing wrong with their app or VPN implementation. They basically say that everything works as expected when their app is been used and that they have nothing to do with Apple Mail. I think this is a problem from both sides and that both Apple and VPN services should work together to fix the issue.

I appreciate your input on this. Thank you.