Template:Fail Closed Mechanism
A general problem with VPNs is that during a connection, they often fail to remain open (meaning that the VPN connection becomes closed, in which the user is now directly connected to the Internet without tunneling through the VPN). This is not a Whonix specific problem. VPN servers and VPN software can occasionally break down without announcement. This means, if the VPN is unreachable, the connection breaks down for whatever reason, which in most cases you continue to connect to the internet without the VPN.
One of the benefits of Whonix is that when a VPN connection breaks down, you still have the protections provided by Tor. In such an event where the VPN connection breaks down, Whonix-Workstation will seamlessly continue to make "direct" connections through Tor. If you are using the VPN only to circumvent the censorship of Tor, you may not care so much. On the other hand, if you believe a VPN improves your security, you should make sure that when the VPN connection breaks down, all connections with the outside world and your computer cease.