Thank you for the detailed info!
It would indeed be great to use the sandbox, just read a bit on it!
I can understand they do not give it away for free 
I will dig into that!
If not, I found a workaround:
The option to monitor and block malicious traffic can be turned on once the VPN is active, without hindering the VPN to work.
Thank you very much for bringing up the „issue“ to the developers or whoever is in charge!
I don’t mind if they don’t see it as a bug!
Just a curious user getting in touch with a endpoint solution these days 