One problem with putting your whole network through a VPN is that some services won't work when you try to connect via VPN. At APMg Net, we frequently receive emails about how a bank, Microsoft Office 365, Netflix, and a plethora of other sites and services did not work with a given VPN. There are two reasons, we think, why this happens.
The first is that some services have different streaming agreements depending on which country you're in. If you use a VPN to hop into another country, you could potentially access more (or at least different) streaming content. In order to enforce these agreements, these streaming services work hard to block VPN usage.
The other reason is actually even more frustrating: sites and services are trying to make sure you're not a crook.
Bad guys understand the benefits of VPNs just as well as the good guys do, and crooks sometimes use VPNs to cover their tracks when executing nefarious online activity.
Companies like banks are also especially sensitive to unusual user behavior. If one day you connect from New York and the next day you connect from Vancouver, the bank might get suspicious. That means throwing more login challenges at you—like answering security questions or just regular old Captchas—or blocking you outright.
It's annoying when a site you want to access won't play nice with your VPN, but the problem is still more complex when you have a whole network full of devices trying to talk with different services. If, for example, the server that's supposed to keep your smart fridge's software up to date doesn't like the look of your VPN, how would you know? How long would your fridge miss new features and critical security updates before you figured it out?
Adding a VPN to your router is especially useful for getting devices that can't run software on their own protected by a VPN, but we fear that it could also cause failures that these same devices cannot communicate.
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