cannot download episodes from two particular podcast shows on Apple Podcasts app while using VPN

While using Apple Podcast app there are two podcast shows for which I can only download episodes by turning off the VPN (PIA). This problem occurs on both iPhone and Macbook Air. I have no problems with the other 8 or 10 shows I follow.

I can turn off the VPN, download the episode, turn the VPN back on, then play the episode.

I contacted the VPN company and received some troubleshooting steps. I tried all of them with no solution.

I was thinking maybe the podcast content provider itself blocks VPN connections, but I found that I'm able to download episodes from other platforms (Spotify, Rumble).

I'm at the limit of my understanding. I believed that when downloading podcast episodes with the app I was ultimately connecting to the podcast content provider through the app. I expected to have the same problem on the other platforms. But at this point my experience leads me to believe the issue is with the Apple Podcasts app and related somehow to the VPN.

Any ideas or thoughts? Yes, I do have a workaround (turn off the VPN, download the podcasts episode, then turn the VPN on again) but I still would like to understand what is happening. What do I not understand?

Thanks for any help.