If your iPhone/iPad auto-attempt to connect VPN automatically this can cause no internet to you device.You can disable this in few simple steps:
- Go to settings.
- Then click on general.
- Click on VPN.
- Check for already connected VPN with blue tick or look for (i) button.
- Click (i) button and swipe left to "Connect On Demand".
- You are done now internet will work fine.
Sometime your internet might work but VPN issue will pop-up so this solution will save you from both cases.