You have two app icons, VLC and Preview, that appear in the section of the Dock that is reserved for display of recently used apps. This section is indicated by the line separating bar seen between the Trash and Preview icons and the VLC and your VPN app.
You can quit those apps, but their icons will remain so you have quick access to those recently used apps should you wish to use them again.
You can turn the feature - the display or recently used apps - by going to System Settings > Desktop and Dock and switching the toggle for "Show suggested and recent apps in Dock".
Use the Dock on Mac - Apple Support