Hi, good day!
Yes, this behavior can occur on newer Windows 11 builds when a VPN creates a virtual network adapter that Windows identifies as an Ethernet connection. As a result, the taskbar may display the wired/LAN icon instead of the Wi-Fi icon, even though the device is still connected through Wi-Fi. I also experience the same behavior when connecting my laptop to our VPN. Since the connection works normally, this is usually harmless and only affects the network icon display.