The VPN (much like Meta's) is doing some root cert trickery to filter content that is deemed inappropriate or potentially inappropriate. This appeared to be controlled by a Company A in another country that undoubtedly contracted to Y religion to be their central point of content filtering globally.
So, member of the church? you get this VPN on your phone, (not sure whether phone was supplied by the church, but certainly this VPN was on it)
VPN is effectively content filtering and blocking content.
I had our app whitelisted by that central company (literally raised a ticket with them, next day magically fixed).