Apple's iOS apps can bypass VPN tunnel?

I usually run my iPhone with a VPN connection ON full time. Occassionally there is a problem with the VPN connection in that it reports its connected, but no traffic is sending/receiving. I know this because the VPN icon is on at the top of the phone, but any apps such as Safari, Twitter and Outlook are reporting no internet connection.

One app that does seem to work though is Apple's iMessage. It is able to send/receive even in this situation. I have been discussing this on the vendor's support forum and a moderator has replied that Apple's iMessage and its HTTPS does sometimes bypass the VPN tunnel for communication.

This is not how I understood a VPN to work - all traffic on the device would be routed through the tunnel. If the tunnel is broken, all traffic stops. In these situations I would expect iMessage to revert to SMS for sending.

I am running iOS 11.1 on an iPhone X but have had this problem on an iPhone 8 and iPhone 7 with earlier versions of iOS too. The VPN vendor is F-Secure, and I'm using the latest version of their Freedome VPN client.

Can anyone provide any advise or detail on this matter? Is this correct, if so are other apps able to bypass the VPN tunnel? Many thanks.