I was not aware of this until today. People use work profiles on Android to isolate their more privacy invasive apps. If you want those apps to be tunnelled through a VPN, you would have to install the VPN application you use on your work profile separately and turn it on separately in your work profile.
In stock Android, VPN settings only apply per user per profile. So if you have multiple users running they have different VPN settings.
Work profiles don’t share VPN
User accounts don’t share VPN
Hotspot doesn’t share VPN
Teathering doesn’t share VPN