Cannot turn off VPN iPhone XR

Try resetting network settings.

Reset your network settings

If you're using iOS or iPadOS 15 or later, tap Settings > General > Transfer or Reset [Device] > Reset > Reset Network Settings.

If you're using iOS or iPadOS 14 or earlier, tap Settings > General > Reset > Reset Network Settings.

This also resets Wi-Fi networks and passwords, cellular settings, and VPN and APN settings that you've used before.

Did you install a VPN on your iPhone? If you didn’t, what makes you think you have one?