For some reason currently when you click the properties button on the IPv4 protocol on a VPN connection in Windows 10, it doesn’t do anything.
I usually go in there and uncheck the “Use default gateway on remote network” setting.
That way my internet bound traffic goes out on my connection and only the traffic meant for the network I’m connected to goes through the VPN connection.
The first computer I tried to make that change on made me think it was just something buggy with that machine. After trying to setup a VPN connection on another computer and getting the same results I figured there was something else going on.
Thankfully you can still change the setting through PowerShell
You can run get-vpnconnection to list your VPN connections and get the name then to set the Gateway setting:
set-vpnconnection -name “Your VPN tunnel name” -SplitTunneling $True
Source: Mike McGruire’s blog