I purchased a few VPN from different suppliers
They are all 3rd party suppliers & apps, nothing to do with Apple.
You have to cancel yourself and take care of the refund yourself.
See the following Apple articles:
If you want to cancel a subscription from Apple
If you want to cancel a subscription from Apple - Apple Support
If the subscription that you want to cancel is not listed
If the subscription that you want to cancel is not listed – Apple Support (UK)
How to contact an app developer
How to contact an app developer - Apple Support