Greetings Gregorygregoryf,
Are you traveling to a location where Private Relay isn’t available? Checking About iCloud Private Relay was a great step. Taking a look at this resource, though we would expect that you be notified when the feature is available again.
In addition, if you travel somewhere Private Relay isn't available, it will automatically turn off and will turn on again when you re-enter a country or region that supports it. Private Relay will notify you when it's unavailable and when it's active again.
Are you using Private Relay for a specific network or for your device as a whole? Are you noticing this with Private Relay on all devices that you use your iCloud account with?
Thanks.