VPN Setting Blocking Internet Connectivity

I own a iPhone6 (bought in November'14 and another iPad4 (bought in early 2014) - I face same problem in both the devices.

Whenever I try connecting either of the devices to Internet (either through Mobile Data or WiFi, I have to take positive action of switching on the VPN setting without which the device doesn't get connected to Internet. However sometimes (though not very often) the VPN setting gets switched on by itself without manual intervention (on switching-on either mobile data or WiFi on the device). Thus there is always some time delay in connecting to Internet whenever I wish to use the device.

I would be grateful for suggestions from the community in order to get over the problem.