Yes and if it's an unmanaged device it is by definition not being managed by an MDM. The title of the link makes it clear that the context is "device deployment." Further the section un the linked article states"Always On VPN"

">Always On VPN activation requires device supervision."

Supervision denotes a managed device"

"Supervision generally denotes that the device is owned by the organization, which provides additional control over its configuration and restrictions."[1]

No regular non-corporate iOS device user is ever likely to be downloading manually distributed mobile profiles.

[1] https://support.apple.com/guide/deployment/about-device-supe...