iOS/iPadOS/MacOS updates via VPN services

My router is configured to route all traffic through a VPN (for obvious privacy reasons). As such, anytime I want to update a device (ipad,phone,watch,imac,etc), i receive the following message:

Unable to Verify Update

iPadOS 16.1.1 failed verification because you are no longer connected to the internet.

This error is incorrect as I just downloaded the update which obviously means the device is connected.

The solution I've been using is I use cellular service for the verification process. Devices w/o cellular, I use a phone's hotspot.

In short, if I knock the VPN out of the equation, the update is successful. Which is why I'm starting to believe Apple is blocking VPN from the update verification process. I hope I'm wrong.

So, my question is...... Does Apple block users behind VPN from updating devices?