The idea of split tunnelling is a good one - you can choose which applications go through the VPN and which ones go 'straight out'. Like any feature, however, a quick Google suggests that it doesn't always work as expected. I saw comments from NordVPN and CyberGhost users stating that they either couldn't get it to work or it worked but then suddenly stopped. Most of the comments were from users wanting to run torrenting through the VPN but most of their other traffic direct.
I'm not having a go at these two services, they're just the ones I saw the first set of results for. I haven't used either of them and haven't actually used split tunnelling myself - the closest I ever got was using a SOCKS proxy back in the day for IRC.
For example if you try to run a Gmail address in Outlook program etc /Thunderbird Gmail may get really upset as with most VPN's you are sharing a IP - In my experience to use Gmail for one & Outlook less so with a email client you need split tunnelling - Some AV's may act up with some VPN's using split tunnelling though as data isn't coming from where it expects but that's only a maybe -?