Hello Jainish Suthar,Few things to note here,
- VPN connection is not automatically triggered when the app opens. Connection must be started manually, or you need to use always-on-VPN. Refer to: https://learn.microsoft.com/en-us/intune/intune-service/configuration/vpn-settings-android-enterprise#always-on-vpn-fully-managed-dedicated-and-corporate-owned-work-profile
- Try configuring the per-app VPN for your app and check. Refer to: https://learn.microsoft.com/en-us/intune/intune-service/apps/app-configuration-vpn-ae#per-app-vpn-overview
Hope this helps!
If you found the information above helpful, please Click Yes. This will assist others in the community who encounter a similar issue, enabling them to quickly find the solution and benefit from the guidance provided.